It's trivially easy to get blacklisted as spam that way...
I don’t know where this myth comes from that running your own mail infra means your mail will be marked as spam. You’re not the first (or second or third) person to mention it though.
Aside from Yahoo though, we generally haven't experienced any blacklisting or deliverability issues. It does require time to setup properly and maintain however, you can't just set it up and forget about it.
Sure, it's 'easy' to get around, by throwing more money and complexity at the problem, but it isn't some made up tale.
Can any random adversary easily have you blacklisted just for fun?
Can some Wordpress or other such service you run with your own email get you in trouble?
What about any when viruses (and botnets) in any PCs you have in your company go bezerk with your account?
And so on...
Granted you can't set up your own Google Mail domain for free today like you once could, but some of us are grandfathered in... I am, and I'm still looking at this as a better alternative to Gmail because even though it is Gmail, I can take my address with me if I do ultimately change my mind about Gmail.
(That's the first step, at least. You can never take @gmail.com with you, but if you want to start moving away, you could forward to your own domain and start thinking about where you would host it.)
I've been running my mail server for 10 years now, I got on blacklists 2 times: once due to a worm that got in through PHP, the other was a client's laptop that got a virus and used outlook express to send mail.
So how's that an argument that "it's fine"? Sounds like 2 times more than a regular person would want to deal with such issues within a decade, much less a small company. And it can take long to clear those things out if you're small fish...
However.... re-decentralization resonates quite well these days when it comes to the web. I wonder what it would take to be re-applies to email.