That's precisely why we use our own server--we need the logs at hand. Our pharmacy domain is on this server, and it is critical that we have reliable mail and the means to confirm delivery.
This is a key point, but I bet, and real $$, that when there is a delivery problem, it's not with your server, and it wouldn't be with the access providers server (which probably running tons more deliveries than you are and there has spent sufficient resources to make that server reliable), but it would be with some point beyond the access provider's SMTP gateway, which neither you nor he can overcome.
The real problem is that handing off to the SMTP gateway hides final delivery from your logs.
I would ask the access provider to have a 1 hour, or less, "delivery delay warning" so your senders would be informed of delivery delays without having to wait for the full delivery queue expiry. (bounced as undeliverable)
So you would see the delay warning but you, nor the STMP gateway, could fix the delivery delay.
So in practice, relaying through an SMTP gateway is NOT an impediment to delivery.
Len
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