It's not closed. There just isn't the needed ecosystem of other providers.
Without the backend that handles all of the XRPC endpoints [1] being available, BlueSky still effectively maintains centralized control over their part of the 'atmosphere'. Somebody could, of course, make an open source implementation of the app.bsky lexicon and users would only need to update their DID to point at their preferred instance, but AFAIK none exists right now.
What is missing?