Ideally, we'd all be able to send and receive email on our own servers, but due to the fact that the vast majority of email traffic is indeed spam, it is an unfortunate reality that the big ESPs have to be extra-cautious about it. Additionally, they need to make the decision whether email is spam or not instantaneously, so mining customers' previous emails is not an option without dramatically increasing the size of their infrastructure for this task.
It is possible to send email from your own server; you need to follow onerous industry-standard practices, like using a dedicated, known IP that has a certain amount of increasing email volume, known as "IP warming". After a few months of constant interaction with an ESP, your sender score improves. Unless you're sending massive amounts of email, the cost-benefit ratio isn't in your favor to use this method.
It is possible to send email from your own server; you need to follow onerous industry-standard practices, like using a dedicated, known IP that has a certain amount of increasing email volume, known as "IP warming". After a few months of constant interaction with an ESP, your sender score improves. Unless you're sending massive amounts of email, the cost-benefit ratio isn't in your favor to use this method.