Well, that’s the whole point of the whole thing. Bluesky is built on the AT Protocol, which will be federated early this year. https://bsky.social/about/blog/11-15-2023-toward-federation
I know everyone likes to shit on all Social Media that isn’t called Mastodon, but that doesn’t mean Mastodon is the only option. I am on both (and Twitter a bit still too) but Bluesky is where I spend most of my time.
This is pretty standard online though - even regular Google has settings like “Safe Search:On” that you can toggle to moderate your search results.
It really just depends on what the default settings are when you arrive at a service before you start using it, and how obvious and discoverable you make those settings controls.