Using self-signed certificates in Delphi Datasnap client - server application

We are experimenting with using HTTPS / SSL in our Delphi DataSnap Client-Server application. After some reading, we found several methods for acquiring certificates and distributing them to our different servers at a variety of locations/(sub)domains. The use of certificates from Lets Encrypt (auto-renewal using port 80), Wildcard certificates etc all have some practical "difficulties". For our system with a Windows server and FMX (Android / iOS) clients, we are tempted to use self-signed certificates, since they seem to have a practical advantage. Apart from the "obvious" security reasons we are wondering if there are also some practical reasons to NOT use self-signed certificates.