However, you can export your subscriptions/blocks through your profile and import them to your new instance. No, you can't take your entire "identity" with you, but is that really so bad?
That... doesn't really answer the question. So it's relatively easy to leave, but how would you know that you needed to in the first place?
If the voting of posts on an instance were being manipulated, or the visibility of certain sources or users, or if commercial influences were affecting administrative decisions or moderator behavior, how would you know?
How do you discover that you are in a bubble? That the information being presented to you is intentionally skewed in order to project a narrative?
How do you exit Plato's cave if you don't know that you are in it?
I think there's a - what are sub reddits called here - that specifically calls out bad mod or other behavior since mod behavior is all publicly available.