Welcome to the club. I registered my own domain and moved my digital life off Google services 18 years ago for this exact reason. If you need another reason: They scan all of your e-mail to target ads at you and your associates. Do it. It's not that difficult!

My "new" mail provider fetches messages from Gmail to create a unified inbox, which helped with the transition. Today, I'm thinking of shutting this off given the volume of misaddressed e-mail and spam that arrives via Gmail.