Even if you think deliverability is good for 95% of mail servers there's always some ISP that won't cater for you. So you're constantly having to be monitoring the logs to ensure your emails are being delivered.
Sometimes people get hacked, either because they pick a abc123 password (nowdays blocked by policy), or because a customer webserver CMS theme has not been updated in the last 2 years. When that happen, a few mail servers (mostly yahoo) has temp banned mails for a few hours. Mails still got delivered however.
So lesson to learn there is to not use passwords like abc123, and to actually update that 2 year old CMS theme. Or you don't combine webserver with webmail.
Also: how do you know you've never had deliverability issues? If the server on the receiving end is blocking your mail it will happen silently.
In many years of running my own server, this was never a problem. I checked blacklists on a somewhat regular basis but was never in them. And people I sent mail to usually replied, which means they are either psychic or my mail got delivered. (The problem comes when you start sending spam, of course, which is what many people do get blacklisted for.)
The problems with running your own email server are spam and the time it takes to keep things running. All the other issues are trivially solved.