The problem with changing email provider due to privacy concerns, is that most of your emails will still end up inside Google's or Microsoft's servers.
I considered self-hosting my own email, as I already have a domain name. But this has always put me off. The reason I would still consider self-hosting is to have readily available email address for side projects, like if I want to receive email notifications from services.
But for privacy, you unfortunately don't gain much, as most of the people/entities you're exchanging emails with are using Google or Microsoft emails.
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