1. You have to own that domain forever, until or at least until you're 100% confident that an email intended for you will never be sent to that domain ever again. Even then, there are security risks with giving up the domain.
2. You give up some privacy. You can use mailbox aliases but it doesn't really matter if all the mailboxes are tied to a domain registered to your name and address.
Two things about fronting with your own domain:
1. You have to own that domain forever, until or at least until you're 100% confident that an email intended for you will never be sent to that domain ever again. Even then, there are security risks with giving up the domain.
2. You give up some privacy. You can use mailbox aliases but it doesn't really matter if all the mailboxes are tied to a domain registered to your name and address.