The compromise I’ve landed on is that I host my own DNS mx records, and point them to a paid enterprise mail provider.

This gets me the advantages of a paid provider while keeping my actual email address fully mine, to take wherever I want.

I did still have to learn a bunch of DNS rules in order to send all the correct “I’m not an evil spammer” headers and DNS records. But following a one page tutorial worked for me.

Edit: A disadvantage of my approach is that I’m still at the mercy of my email provider if I want to export my message history, and for the privacy of my message history.