PDSes only store user data. These are full instances that can be used to browse the network. The idea is to make your account really yours. Bluesky is hosting most of them. But there are some people who do it on their own.

But bluesky controls much more important components in the network, namely the Relay and AppView.

If Bluesky decides to cut off your PDS you are pretty much alone.

Bluesky is pretty much a centralized platform like Twittler.

I suppose PDS instances are included: https://github.com/bluesky-social/pds