I'm not so confident about that:
https://cve.mitre.org/cgi-bin/cvekey.cgi?keyword=azure
It really depends on what you self-host.
https://cve.mitre.org/cgi-bin/cvekey.cgi?keyword=syncthing
"Do everything" solutions go against the principle of minimizing the attack surface.
EDIT: More is not always better in security. With more people doing more things, the statistical odds of miscommunication and misconfiguration increases.