@josemurilo third party isn't as reliable unfortunately because of a lack of funding. These projects could be shut down at any point, leaving BlueSky back to being centralized, also, even if you host a PDS, you can't choose which instances your data federates to on Fediverse. That's all controlled by the 3rd party.
Overall, BlueSky has no first party decentralization and the third party options suffer from lack of control, which i think is a valuable piece of the decentralization puzzle.