Custom domain privacy

Hi, I've read in this subreddit several times people claiming that custom domains, even random ones, are less private than using aliases with a provider like SimpleLogin.

I guess that with a custom domain you can track other accounts with that domain and assume that belong to the same person, but how feasible is to do so? Are there any other privacy concerns regarding to use you own no identificable custom domain?

accounts custom domains domain domains people privacy private random track