It was the other way around for me. But regardless, the best part of owning your own domain - if you don't like your mail provider, just change the MX records to a new one.
Heck, I could run my own mail server if I wanted (been there, don't want to go there again, but could if I really HAD to).
I didn't use the migration, so can't speak to that. I just had to set up the DNS entries on my domain. Granted, there are a fair few (MX, TXT, SPF, SRV, A, CNAME..), but there's good documentation and it only took me about 30 minutes to set everything up.
Of course, I only have one account (lastname@personaldomain.com) and therefore didn't have to deal with setting up multiple users, migrating data etc. I also set up 2FA for my account.
I did all this over one weekend (from looking at different providers, to signing up for O365, configuring etc), and haven't had to touch anything since. The only question I had was related to billing (I went from a month-to-month to a yearly account) and that was answered quickly by a real human being.
Heck, I could run my own mail server if I wanted (been there, don't want to go there again, but could if I really HAD to).