GitHub is pretty easily the most unreliable service I've used in the past five years. Is GitLab better in this regard? At this point my trust in GitHub is essentially zero - they don't deserve my money any longer.
Self-hosted Gitlab periodically blocks access for auto-upgrades. Github.com upgrades are usually invisible.
Github.com is periodically hit with the broad/systemic cloud-outage. Self-hosted Gitlab is more decentralized infra, so you don't have the systemic outages.
With self-hosted Gitlab, you likely to have to deal with rude bots on your own. Github.com has an ops team that deals with the rude bots.
I'm sure the list goes on. (shrug)
I utterly hate being at the mercy of a third party with an after thought of a "status page" to stare at.
We self-host GitLab but the team owning it is having hard time scaling it. From my understanding talking to them, the design of gitaly makes it very hard to scale it beyond certain repo size and # of pushes per day (for reference: our repos are GBs in size, ~1M commits, hundreds of merges per day)