Creator here. You can technically self-host it, you'd just be self-hosting a blogging platform instead of a blog. There are options to self-host other tools with the same theme as other commenters have stated.
Also, "privacy-first" and "self-hosted" are not mutually exclusive concepts. By your logic all software you don't host yourself isn't privacy respecting, which is a fair belief on your part, but opinionated at best.
So what you’re saying is that you are offering a blogging service that happens to have an open source platform behind it that one could self-host if desired.
Also, "privacy-first" and "self-hosted" are not mutually exclusive concepts. By your logic all software you don't host yourself isn't privacy respecting, which is a fair belief on your part, but opinionated at best.