Mostly because having a big centralized firehose relay is less decentralized than people want to admit.
It's not centralized in any way that matters. The Relay Bluesky uses is open source, you can run your own for $30/month if you really insist on doing that, it's trivial to pool between multiple apps if you want to lower costs, and there are already a few independent ones you can just use directly now, for example:
- https://pdsls.dev/firehose?instance=wss%3A%2F%2Fatproto.afri...
- https://pdsls.dev/firehose?instance=wss%3A%2F%2Feurope.fireh...