Because Bluesky claims that they want to develop their relay tech into a standard like HTTPS or something, and then hand it off to a nonprofit to maintain so that it's usable by everyone. The tech has the possibility to be decentralized/federated baked into it, but whether or not it will be anything other than a pipe dream/marketing hype has yet to really be seen.
They present themselves as basically a Lemmy.world equivalent to those who care about decentralization, which is not a significant portion of their user base. For most people it's just a buzzword, I believe.