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.