I am not sure where you get the idea that the is some failure to make it easy to host your own openID provider.
I run my own wordpress site with the openid plugin and it has worked wonderfully for a couple of years (both as a consumer and provider) and is extremely easy to set up . If don't like that idea, then you could try one of the many other alternatives that are available: http://wiki.openid.net/w/page/12995226/Run%20your%20own%2...