I regret as well. Thinking to move to immesh. But for me live photos is the issue, I don't know of a good solution for making sure live photos are backed up and work, so many little moments in those videos.
Live photos are just .mov sidecar files. There are a variety of iCloud export tools you can use to move to self hosting, including mine (shameless plug) -
http://www.github.com/rhoopr/icloudpd-rs