The problems inherent in building your own copies of software packages
In some quarters, it's accepted system administrator wisdom that if you really care about a particular program you should be building your own copy from the upstream sources instead of relying on whatever may be supplied by your Unix distribution. I'm against this, but in the past I have been so on the grounds that this is a waste and a duplication of effort. These days I think it's worse than that, in that there are potentially significant problems if you build software packages yourself. As it happens, I can illustrate these problems with the current state of Exim.
Exim recently added a security feature to 'taint' information taken directly from the outside world to reduce the potential for future issues like CVE-2019-13917. The change was added in the 4.93 release, and made many previous configurations break. This is a worthwhile change in general, but Exim 4.93 and even the current 4.94 were released with flaws in the support for dealing with this tainting; the current recommendation is to use a patched version of 4.94.
So suppose that Exim is important to you and you're building it from source. You have two problems. First, you want to build not the officially released 4.94 but 4.94 plus a collection of fixes (and you definitely didn't want to use 4.93), so you need to be able to assemble the right collection of fixes. Second, when the next security issue or serious bug is uncovered in Exim, the official policy of the Exim developers is that only the most recent stable release will be fixed. This can leave you to either backport the fixes into your previous version or upgrade to the current stable version, which may have other changes that break your configuration (as the move from 4.92 to 4.93 did).
(If Exim was to release a '4.94.1' with a security fix, you would be in luck in one sense but you would still need to integrate your collection of additional fixes on top of the security change. And always upgrading to new Exim releases to stay within the range of support has its own obvious problems.)
I want to be clear that I'm not picking on Exim specifically. Many packages in Unix distributions have changes added on from the upstream versions (for good reasons), and the upstream only supporting the current version (or a narrow range of versions) is quite common.
The large scale problem here is that in general, building and maintaining software packages takes ongoing specific expertise in that package. Getting and maintaining this expertise takes time (and effort); it does not magically happen for free. That means that there is a finite number of software packages that you can do this for (and it is limited by what other work you have to do). Building your own software packages without having this expertise exposes you to various sorts of risks.
The great advantage of using packages from your Unix distribution is that if all goes well, you can outsource having this expertise to the people involved in maintaining the package in the distribution. And since different people maintain different packages, they're in a position to apply much more total time to keeping on top of all of them than you are if you try to do it all yourself.