Deadletter queue or local app processing queue?

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In a microservices system with a platform-level message bus, when a subscriber fails to process a message (due to server error) does it make sense to build app-level processing queues to manage retries/failures? It seems like that's obviously something you should build when you don't have the luxury of an existing messaging API/deadletter queue, but with one, it seems like the main purpose of the DLQ.

I've interacted with multiple respectable developers now who have said that they wouldn't want to use a messaging API as the source for app-level failures. Some of the points make sense circumstantially, but it really seems like we just condemn ourselves to "reinvent the message queue" with every microservice/subscription that needs this kind of recovery functionality.

What am I missing?

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