Privacy Does Not Equal Anonymity.

Yes; having anonymity does confer some level of privacy, but it is not the only means of having privacy.

Now let’s peek at the advantages:

• You own the domain.
• You can host your own mail exchange (MX), configure it the way you want and host it anywhere that will permit you to send and receive emails. Point the DNS record(s) at whatever MX server(s), that allow it, that you want. Personally I use Tutanota for my inbox and SimpleLogin for my junk aliases…
• You have control over where your mail gets routed. By DNS records; you can do a lot of things and point your emails in directions that avoid restrictive networks or unwanted relays as well as securing that route too; ensuring that no one can quietly redirect your mail elsewhere. I use Njalla for my domain.
• You have control over who hosts your inbox. This allows you to swiftly change mailbox or hosting providers without losing your long used email addresses.
• You aren’t sharing a domain with many users; which usually means fewer issues with email deliverability due to spam and abuse. Once your domain gains a positive reputation as a small-time email provider; most email services Will accept sent emails even if junk filters do not. Your recipients have an easy way to whitelist your entire domain.
• Your email will receive less spam overall.

Some disadvantages may include:

• Your domain will be aggressively filtered as junk by most Aggressively Configured Junk Filters.
• Your emails may be occasionally rejected by certain email providers with aggressive anti-junk configurations and applications deciding who they will receive from at the MX level.
• Your emails may be easy to snoop on at the network level; as they will have an identifiable domain on the envelope and will be primarily routed to a specific host. This is problematic if you or your mailbox provider don’t force remote mail servers to use TLS encryption.
• Your domain may be abused or spoofed for spam if you do not configure your DNS and MX settings correctly. (Use DKIM so remote servers can tell if another server is spoofing your domain)
• You will be 100% responsible for all mail that is sent; or appears to be sent by your domain name. This includes all spam that spoofs your domain name; therefore you must USE DKIM to mitigate it.
• You must properly configure everything. If you misconfigure it; the remote servers will notice that and REJECT all of your emails that are sent out.
• You may need to maintain your own MX (mail server) and host that if you choose to do so. This comes with additional performance and administration burdens. Double them if you allow anyone else to use your domain as an email address; because you are now responsible for their conduct as well.