Ntfy pays Apple/Google for the ability to deliver notifications to you. They use the free plan as a "gateway drug." It's just a cost of business to them, a marketing tactic to acquire paid users, no different in principle than plastering ads on billboards.

You can't set up your own Ntfy server (at least not without also having a private copy of the Ntfy app).

(Things may be different on the fDroid side, but many custom notification servers are a batterly life and privacy concern nevertheless).