They can give it to you in the least useful way imaginable and will. What we want and expect is an export that can be easily imported to some other provider and that's where the "good guys" can differentiate.

I can export decades of web browsing history, bookmarks, logins, etc. and import into any other browser with almost no trouble at all. Try to export your mainstream social network (facebook, twitter, insta, tiktok, etc.) content and connections and import it into another social network and let me know how that goes.

Also, at best this says not to host your data on someone else's computer and keep control of it, which is a thing Bluesky explicitly supports and encourages.

Will normal people do it, no. But you can.