Self-custodial w/o compromises is absolutely what we're aiming for.
As far as SGX security, Intel has been pretty good about releasing mitigations and TCB recoveries in a timely manner. Usually that means we need to change a few compiler flags in exchange for reduced performance or update some certs. Running on the most recent Intel CPUs also helps a lot here. When the Lexe app wants to provision keys to the node, it can check that nodes have mitigations applied, are running on recent hardware, etc...
At the end of the day, security isn't all-or-nothing and I think SGX gets us to a good middle ground.