There's a lot to be said for not having your registrar run your DNS. It's a nice perk to not have to worry about a second service, but having your DNS separate from your registrar means that you can switch registrars without having to suffer DNS blackout downtime.
I used to run my own DNS servers, and it worked fine. I now run all of my DNS from Linode, which also works fine. Made my recent transition from GoDaddy painless, since I didn't have to worry about GoDaddy ceasing to respond to queries before new DNS had propagated.
It seems like we are too will be moving our domains to dnssimple. I just had to buy a new domain and I bought it on dnssimple. The UI is really nice. And fast!
Now about your concerns...
The point is that at dnssimple registration and dns are separate things. You don't have to register with them all domains that you mange, and you don't have to use their dns on domain you register through them.
So if you decide to move your domains you can transfer them out while keeping the dns with dnssimple and switch it after domain transfer is complete, or leave it there.
There is a benefit to splitting concerns. Though I never plan it, over the years I make changes to both DNS and registration for my domains. It always goes smoother when you can update them independently.
I used to run my own DNS servers, and it worked fine. I now run all of my DNS from Linode, which also works fine. Made my recent transition from GoDaddy painless, since I didn't have to worry about GoDaddy ceasing to respond to queries before new DNS had propagated.