As long as the horse is in the house, has Mozilla ever given any thought to creating its own search service?

I don't know of any actual projects to that end, but certainly people have thought about it. I know from personal conversations that Asa Dotzler in particular has given it some very detailed thought, though I don't know if or where he's written up any of those ideas...

Would there be a point in doing that instead of aligning with, say, DuckDuckGo? They share a primary ideology (an open web that works for everyone), and I imagine much of the Firefox userbase and developerbase (perhaps not a majority, but I'd imagine a significant minority) already uses DDG as their primary search engine.

I believe I have seen the notion pop up once or twice on planet.mozilla and it has been why its not a mozilla project.