IMO it's less about having an archive; more about being able to receive mail at that address. After all, email address is the root of your identity for basically everything on the web -- what's the plan if every account you have is @gmail.com and Google banishes you? Running it through your own domain means you just re-point it at a different provider and keep trucking.
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Just set up forwarding to another email provider
I was able to get a full dump of 9+ years of emails last month after setting this up
Zero thinking. If I need to switch later I can set that up on my time
IMO it's less about having an archive; more about being able to receive mail at that address. After all, email address is the root of your identity for basically everything on the web -- what's the plan if every account you have is @gmail.com and Google banishes you? Running it through your own domain means you just re-point it at a different provider and keep trucking.