See, that part can be outsourced: just configure your outbound SMTP to relay via deliverability companies like Mailgun or Mandril, for personal use the cost is $0.

It's easy, see: http://documentation.mailgun.com/user_manual.html#smtp-relay

The reason one might want to use his own email server is - I suspect because of Snowden story - security: you control your own email archive and possibly encryption. The delivery will have to happen over the open Internet anyway, so why not just relay to a 3rd party from the start.

Disclaimer: I'm a cofounder of Mailgun.