No, not at all. Self-hostable webfonts are exactly as easy as a hosted service. You’ll get exactly the same fonts together with a piece of code. Put the fonts on your server, copy-paste the code in your CSS, and off you go. You don't need extra technical skills for self-hosting compared to a hosted-service.
Note: our self-hosted fonts have a perpetual license, so you don’t need to worry about the future of your webfont service.