No, but it's quite difficult to have email reliably and consistently delivered to Gmail and other major email providers without sending it via a relay. The relay provider is in the business of maintaining IP addresses with good reputations that aren't blocked by spam lists etc. If you can find and keep a reputable IP address, then you're fine, but it's usually easier to pay someone who does that for a living—you have no guarantee that the IP address assigned to you by Digital Ocean or whoever wasn't used for spamming at some point.