Just my personal opinion, but the reason I got a domain to start with was to not be dependent on a specific provider.
Also, it's is far nicer to be able to simply sign up to a website with company@example.com than go generate a random email. Especially if you are on another device.
Using a custom domain is precisely to prevent lockin that you are getting with many of these alias providers. If you don't own the domain then you can't migrate to a different provider.
If you ever migrate away from iCloud, you lose all of those custom addresses. Using even one immediately locks you into iCloud for life. This is a sobering prospect in our age of "one wrong word and we'll ban you from our service."
I use an email like this for our ISP at home -- one time I was asked what the email on the account was. Much easier to remember and dictate something like comcast@surname.com than one of Apple's "Hide my email" emails.
It sounds great in practice, but unless you are using something psuedorandom, then I can already guess you may have a domain at chase@surname.com or facebook@surname.com. It may be convenient but certainly takes away some of the work if someone wants to target you.
No, that’s losing control. Though it’d me nice to have more email providers who support this like Fastmail does (inside their mail client iirc), or even better the way iCloud private mail seems to be doing or duck.com I’ve heard probably does. Though I doubt my provider mailbox.org will even try to do it.
Also, it's is far nicer to be able to simply sign up to a website with company@example.com than go generate a random email. Especially if you are on another device.