So you go through the effort of setting up your own mail server only to send all your outgoing email through a third party? Why even bother at that point?
There's value in running your own inbound server. Some of the big services will silently drop "spam" into the bitbucket. It's just gone. I've had this happen on Microsoft 365 accounts.
By running your own server you can deal with spam as you see fit. I get very little so I deal with it using the "delete" function in my MUA.
Personally I do it because most of the services I tried were dropping mail that I cared about. No amount of "whitelisting" with their provided tools would prevent this. Almost all big inbox providers perform a very early filtering step before even considering user rules and filters.
But I don't want to bother with outbound reputation so I still use relays to send messages.