This depends on what it is you intend to host!
For example, if you wanted to only host your profile and Pubky app posts, and do so directly, you'd at least want to make your homeserver accessible to indexers, so apps can use your data too.
Or, you could merely set up a mirror of your remote data, or even a watchtower, to keep a constant backup and check whether your untrusted homeserver is misbehaving. Then if they do misbehave, you use your key to switch to your instance.
(These things are not all built yet! They will be, I am just painting a spectrum for you)