Sorry for the delay, I've been dwelling on this a little.  I think that self-custody is easier than many alternatives, unlike with cash: I use Green wallet myself which shows how you can have support while still having ultimate control.  I believe Casa have a similar product for larger custody.  I hope to see this kind of offering mature, and be attractive beyond the DIY crowd: Bitcoin insurance will be necessarily limited, there are going to be more high profile custody disasters.  Also, there's a possibility of generational attitude change: if fiat becomes noticably worse, many people will expend effort looking after their money.

However, that's somewhat of an aside.  The question was not those who choose not to custody, but those who can't.  What guarantees can we give them, if we can't give them a UTXO?  I think, and hope, we can do better than "you all need to trust one of these few people".  But I agree this will only get its due attention when enough people are in that group: for now, the low hanging fruit is improving lightning and other L2s which can simply fall back to a UTXO each.