Tradeoff, but with Alby the routing is done on the client side so if you self-host they can’t trivially see where the payment is going. They can do timing correlation with other information but that’s a much more involved attack. Sadly, today, Phoenix does routing on the server side so they see the payment destination in the clear.

As for esplora, yea, it’s not ideal, but if you’re using a fixed LSP it doesn’t matter - the LSP knows all your on-chain info anyway, and ideally your payments are lightning so the on-chain information isn’t “the interesting part” (aside from any on-chain setup deposits).