Third-party email providers scan your messages for advertising, enforce content policies that can result in sudden account termination, and comply with government data requests that you may never learn about. Self-hosting your email on an offshore VPS eliminates all of these risks.
With your own email server, you control the encryption, the logging policy, the retention period, and the access rules. Your email data lives on hardware you manage, in a jurisdiction you have chosen, behind privacy protections that you define. No corporate entity can decide to lock you out of your own communications.