What you want to do only makes sense when you don't understand what the protocol is doing. Relays aren't single point servers. They're more like download mirrors, except you download the file from all of them simultaneously, verify that the file is the same for all, and just keep one of the copies. 

There is a cost to adding a relay, in that there's more copies to download and discard and more to upload, but the advantage is that a single uncensored relay can overcome millions of censored ones. And since your relay list is public info by default (including read/write status) anyone who wants to hear from you can just check the same relays you use. 

Maintaining a copy of all of your own notes through a self-hosted relay is a great idea, but only using that relay would cause significant problems with zero benefits. You don't even gain enhanced privacy. 

 I agree, I do not understand 🤣

My initial thought is we don't connect to millions of relays we connect to a very small handfull. If someone is censored from the small handful of relays I'm connected to then I assume I can't see their notes. Or am I way off?  

 You're correct on that. If every relay you connect to censors Bob, then you won't see anything from him.

Bob and his followers have a lot of options other networks don't have to check this is happening. For one, Bob can spin up a new npub, DM a lot of his followers to tell them the censorship is happening, signed so they know for sure. Some will verify, and once the word is out new relays get spun up and old dies. Bob's regular buddies can track it too. And security focused groups can regularly audit relays, and easily sound alarms.

So long as some people are vigilant against abuse, and the rest are willing to change their relay setting when the alarm is raised, bad relays are easily abandoned because none of the data they host is exclusive or under their control.