Threads still hasn’t actually fully connected with the fediverse, they are working on that, and until yesterday they weren’t live in Europe yet, so it wasn’t a real alternative for many people. That is changing drastically.
This post sounds to me exactly like people’s reactions to Brexit. They were like “see, it’s not to bad” for the whole time when nothing was implemented yet. And then it actually went live, and everything went to shit. Keep an eye on when things actually go live the way they plan.
As far as I know there is no intention to have Bluesky be proprietary in any way in the long run, just the philosophy is different and closer to P2P networks. For example migration is a big element of the design, unlike Mastodon. But at the moment it’s still being built, hence why it looks much more proprietary for now.