I suppose I don't fully understand the model, but if you host it yourself, then wouldn't that be significantly worse for privacy because you're essentially forwarding your searches to multiple search engines instead of one?
Again, maybe I'm missing something, but SearXNG just seems like a bunch of privacy memes mashed together without actually considering the threat model involved very deeply. Ultimately all of your data needs to be forwarded to a search provider in the end, the only way you are gaining any benefit would be if you had a sufficient pool of other users to obfuscate who is querying what, with a host who you are able to trust with your data.