Lock in is definitely a valid concern, I emailed customer support and they replied with this:

Certainly understandable to worry about lock-in! We do try and make data exports as easy as possible. You can use our Backend API directly to retrieve all data for your users except for passwords: https://clerk.com/docs/reference/backend-api/tag/Users#opera...

If you need encrypted passwords in the export, you can contact our support team who will verify your account and provide a link from within your Clerk Dashboard to download the complete export directly.