It’s really about tradeoffs. :) I’m not sure what there is to gain from self-hosting. Censorship is virtually a non-issue. But if it’s more to learn and FAFO, then maybe.
Just things to think about:
1) Could affect distribution because even though RSS feeds are web1, not every feed is compatible with every player, so you’ll need to be constantly tweaking that.
2) Even with a strong server + bandwidth, you’re still vulnerable to demand spikes
3) Podcast analytics are estimates (not actually listenership), so self-hosting means much less of a data set to work with and having to be liberal with extrapolation/estimates.
Overall for most it isn’t worth it, but I’d say if it’s more of a FAFO/curiosity thing, sure.