No inherent problems, just a very fractured landscape where install could involve: Linux, MacOS, Windows, WSL, Docker, or AWS. If your setup has anything that differs from the developer, it could unexpectedly take hours of extra troubleshooting.

Most self-hosted services I've seen all use Docker, which have nothing to do with your OS or cloud provider.

The biggest hurdle for me is being too lazy to setup proper DR/backups.