If you set up your own private VPN and send all traffic over it, then you're choosing another ISP to give your data to yes.
If you set up a DoH proxy, and don't route the rest of your traffic through an encrypted tunnel to the same point, then you're choosing two ISPs to give your data to, instead of just the one.
If you set up a DoH proxy, and don't route the rest of your traffic through an encrypted tunnel to the same point, then you're choosing two ISPs to give your data to, instead of just the one.