There's no great way to know that your emails are private when they're hosted by a SaaS email provider. It's easy to get around third-party audits if you want to.
The most private solution by far is to self-host, but that's also very challenging these days.
And any email you send to a non-private service (Gmail, Yahoo, anyone's work account) is instantly going to be just as insecure as if you yourself used that other person's service.
What I'm getting at is that email is inherently a not-very-private communication method and you should try to avoid it. The amount of time required to make it more private is not going to have much benefit for most people (whose contacts will be using Google, Microsoft, Yahoo, etc.)
You also can't easily or meaningfully get E2E encryption with email, so there's a lot of surface area to lose your privacy.
The thing about self hosting too is that you then own your identity. I have had my own ___domain and email for 20 years now while many "free" email services have gone away or merged. The problem as you say with difficulty is that due to the centralization of email providers, it is hard to get your outgoing mail accepted everywhere. I now have no problems but it took a while. The worst were Yahoo and Verizon straight up denying my email as spam despite having DKIM/SPF/DMARC set up perfectly. These things too there are subtle problems that can make them invalid such as hostname differences.
> The thing about self hosting too is that you then own your identity.
You can do this without self-hosting, though. As long as you control the ___domain and MX records, you can just switch providers when you need to.
A lot of people are now doing the "your ___domain + Fastmail" approach, for example (or at least they were before Australia's government went completely insane).
I've also been self hosting since the last century, and as you point out, the big issue these days is making your email server play with all the other email services, including those that aren't always playing nicely.
Not to mention that not all hosters are too keen on having people run mail servers due to the danger of hosting spammers and getting blacklisted. With the last two or three hosters, I had to jump through a couple of hoops every time and get permission to run one.
I still think it's worth it, especially if you own a bunch of domains, but I'm not sure I'd recommend it to someone starting from scratch these days.
The most private solution by far is to self-host, but that's also very challenging these days.
And any email you send to a non-private service (Gmail, Yahoo, anyone's work account) is instantly going to be just as insecure as if you yourself used that other person's service.
What I'm getting at is that email is inherently a not-very-private communication method and you should try to avoid it. The amount of time required to make it more private is not going to have much benefit for most people (whose contacts will be using Google, Microsoft, Yahoo, etc.)
You also can't easily or meaningfully get E2E encryption with email, so there's a lot of surface area to lose your privacy.