Is it worth replacing wiper blades myself?

It takes literally 2 minutes and zero tools. Watch a 1-minute video for your attachment type (most are hook-type). $40 for that is robbery.

Absolutely do it yourself. I grabbed a pair at AutoZone for like $12 last month and had them on in the time it took me to finish my coffee - literally easier than tying my running shoes. The dealer's charging you $40 for maybe 90 seconds of work, which is pretty wild when you think about it. Just find your blade size online, lift the arm away from the windshield, and swap them out; there's nothing that can go wrong here.

The main thing people don't mention is that wiper blade quality actually varies a lot, so while the labor is trivial, spending a bit more on decent blades from an auto parts store (maybe $15-25 a pair) means you won't be back doing this again in three months. That said, yeah, the $40 dealer markup is purely for the convenience of not doing five minutes of work yourself.