I shoot Pan F+ and even if I could send it some place else, I wouldn't because this is one film that has to be developed "just right."
Not to say that it's hard to develop but seemingly small changes in agitation, temperature or time can make a visible difference in the result. I just would not trust your average lab to understand that.
(Unless it is a lab that has experience developing that film... No place around where I live has such experience.)
Doing it yourself, you have more control over the process. If you want to push, pull or tweak the process.
If mistakes are made you'll be able to figure out what the problem is. You won't have to worry about what somebody else did to screw up your film.
(Because you'll be the one who screwed it up! )