There are lots of ways, of course:

A. Going global: a lot of those "good retail brokers" are US-only. Sometimes it's dumb - I already have an ETrade account & signed all the paperwork including stuff relevant for my foreigner status... But ETrade will only let me trade my employer's stock, nothing else.

B. Bundle stuff that others can't match - e.g. Prime

C. One account, with good actual security (few appreciate that but some will)

D. Maybe new financial products that others can't match (I think Amazon is in a position where they might pull that off)