Custom domain email

I’ve read a few posts about the problem regarding Admin emails sent as

What I don’t understand is why can’t I use any email provider for this instead of SendGrid. I’m not complaining (not yet at least), I’m just trying to understand it. The only thing Admin will be doing in my case, is to confirm a Signup. Any other mailing situation (newsletters) will be dealt with my custom domain name provider. Why should I pay $10 more for just this feature?