It's an important consideration; email sovereignty is at odds with a domain hosting relay aliases where you can blend in with everyone else. Perhaps the solution is a mechanism where you can migrate aliases between services, creating new aliases and updating at each service, and invalidating old aliases, all programatically. Somewhat similar to token and secret rotation. It's just a string identifier that can be an email target.
Or maybe having an option to generate aliases using my own domain. I don’t mind exposing my domain or even creating a new domain only for this purpose, say @aliasdomain.com. That way, I am still in full control and utilizing the generated aliases.