To summarize: Bluesky makes accounts portable by taking everything important about them off of the servers that handle posting. Identity goes to a registry. Post history goes into an ever-growing backup on your own device. And most other functions are provided by services that crawl and index the entire network. To take full advantage of account portability, then, you'll have to shoulder some of the technical burden yourself, and make a few privacy tradeoffs.
The technical burdens include (but may not be limited to): making sure your DID is registered with a secure and sustainable registry that's not operated by your PDS; managing backups of your entire account history on your own devices; and keeping track of the registry key you need in order to restore an account in an emergency.
The privacy tradeoff is that everything you do on the service will be indexed by third parties for use in their algorithms and (presumably) for their profit.