With Nostr your identity is truly decentralized. You create a user meaning a private and public key. You then choose which set of relay servers you want to post content to and which servers to pull content from. If you post content to servers A, B, and C users that pull from those servers see your posts. All posts are signed with your private key so the other users can verify that they were in fact posted by you. It does not matter which relay servers you post to, they will happily store your content unless they've specifically blocked you or require some form of white-listing.
So in that way your Nostr identity is not connected to any specific server, you can always choose to post to a different relay. As of today I don't think Nostr relays federate/distribute content to other relays, but this seems to be a possibility for the future.
Edit: Specified that Nostr relay servers don't have to be open by default.
What's your opinion of Nostr? I like that they seem fond of SSB, and have the same opinions i do of SSB (and it's flaws!)[1]. Though i do find it odd that there doesn't seem to be more attention to somehow chaining/federating/propagating notes between relays. I don't think it needs a super robust method, but from this[1] it sounds like there was basically zero attention put towards that.
As for federation: first of all, one of basic ideas of Nostr is that a note is published on several relays at once. It adds robustness to the system - one recent analysis shows that on average, one note is published on several tens of relays. Relays do not talk to one other directly per Nostr protocol, so after the publication, notes do not propagate between relays by themselves - but a specialized client can replicate notes from one relay to another. I do not know how often it is done in practice, but it is trivially easy to implement.