This isn't entirely accurate. Main issue is that this is all very new and moving very fast, so while it's not fair to call atprotocol completely open it's not fair to call it centralized either.

Right now you can run a relay independently and you can scrape bluesky's PDS set with it (guy did that in July and it cost about 150 bucks a month, probably more expensive now. https://whtwnd.com/bnewbold.net/3kwzl7tye6u2y) there's just not much incentive to do so. This recent policing of accounts might change the calculus on that thought process, but for now it's not really that you "can't" it just nobody really wants to. (Additionally there's only like one client that lets you set multiple relays and/or appviews, so the front-ends haven't caught up with this idea either.)

Theres about 760 or so independent PDSs right now: https://blue.mackuba.eu/directory/pdses and the list is growing.

You can host an independent blog using your own PDS and not even using bluesky's Relay network at all: https://github.com/haileyok/blug

Or you can still have your data independent on your PDS but still allow the relay to scrape your blog update mentions: https://whtwnd.com/

More detailed is here: https://whtwnd.com/alexia.bsky.cyrneko.eu/3l727v7zlis2i

tl;Dr:

They are VC-Funded, they will inevitably screw over everyone!

I understand where this notion might come from, though, ATproto has already matured enough that it could be used without BlueSky PBC existing. It could die tomorrow, and with little effort the ~650 non-bsky PDSs and a relay (which would have to handle much less data at that point) could be ran by volunteers and interested people.