Oh, I misunderstood. So you mean federating with their network from other software implementing the AT Protocol? From skimming the docs it looks like it should be possible as long as you implement the correct schemas, but I didn’t dive very deep.

No it doesn't. If other people on bluesky servers want to see your content then obviously it will go through bluesky servers, but if you connect to a 3rd party relay and use a separate appview like zeppelin.social and use DID:Web for account ID then nothing involving the bluesky servers was used and it still behaves like native