I'd argue that's usually the case, because writing little language inside your normal language is full of problems, compiler writing is neither taught much anym

I'd argue that's usually the case, because writing little language inside your normal language is full of problems, compiler writing is neither taught much anymore nor well supported (this is not a dig on the programmers - it's more that it feels like we're told that this and that is magic and should be left for the wizards). So then you finally find yourself needing to do something that requires DSL, and you quickly end up on the annoying self-destructive treadmill of growing from small simple grokkable config file to something that should be put out of its misery (and the misery it forces on developers). FWIW, some languages make it (IMO) much easier to handle that, if one decides from start to "embed" the DSL - Lisps are infamous on this, but this works just as well with Ruby, builder patterns in various languages (this can be a bit more prone to error though), or the less liked languages like poor TCL.