I am self host8ng forgejo. What can other CIs do that I could potentially need that is absent?

If you're using the built-in Actions/CI/whatever it's called, and it works for you, then that's great, don't try to change :)

I guess I'm mostly still with Woodpecker because of having used it for years already, don't think there is anything major missing with either approaches, but was a while ago I looked deeper into it, maybe someone else here knows more (recent) details.