Custody in crypto wallets is more than the wallet provider seeing your private keys. In the case of self-custody, you can control your assets without interference from your wallet provider. You control and manage your keys. Also, you can store it offline by writing it on a notepad. Check out, to find the differences.

https://www.altcoinbuzz.io/bitcoin-and-crypto-guide/the-difference-between-custody-and-self-custody/