Sure, but then you have to run a self hosted solution on another domain. It's far easier if someone else is willing to do it for you at a low cost (or even free).

According to the article, this "free" service comes at the cost of their readers privacy, not being in control of your whole blog (comments) and increased loading time because of the size/requests needed.

Seems like this would easily run on the free tier of Heroku for a blog with modest traffic.