Unfortunately the bar is a bit high for most to realize most of this. I miss the days when your isp would offer web, ftp and email hosting.
It's quite another thing for email. While it might not be that difficult to set up a basic email server, but to actually get it set up all correctly, and secure, and whitelisted, and get anything else on the 'net to actually interact with it is a little less trivial. And an email server that can't effectively send email (that won't be ditched along the way by some anti-spam measure somewhere) would be pretty limited.
Maybe useful for receive-only stuff like password reset links or one-time authentication links though?
I work as a sysadmin and I don't want to bother with self-hosting my own email. I happily pay someone else to do that for me.
Also it's funny to see people react to their business name being in my email :P .
On one occasion, I was checking into a Hilton hotel and the employee thought I worked for corporate due to my email, hilton@domain.tld.
In the past, I used to explain to them how I control the domain and I have separate emails for every company due to spam reasons. However, this usually caused confusion so now I sometimes go along with what they think or hint that I'm some 'mystery shopper'.
And I had no way to apply for the government licence thing I needed, and the people on the phone suggested I use the website.