That's not rolling your own; that's depending on 2 cloud providers. (the comment was clarified to not mean actual infrastructure, but still, you've really only shifted dependencies in almost every case)

It is in this context. The first step in moving away from something like Netlify is to have your own server with a free CDN backing it. After that I guess you can buy your own hardware and internet connection. But nobody here is suggesting we all create our own CDNs.