That's not true at all. Most vendors, if you make them specify it in a contract, will provide you with a way to export the hashes and some vendors support importing users with existing hashes. Okta in particular will import existing hashes.
My company moved to Okta from a home grown solution in 6 months and I suspect after the work we put in place to facilitate that would allow us to move somewhere else in even less time as long as they supported importing hashes.
There's a big gap between "never build yourself" and "letting other people handle it". Yes, you should have full control over your auth, run it yourself and keep the data - but you still should not build it yourself, you should use well-established solutions/libraries built by others instead of trying to figure out e.g. what's the proper way to salt passwords.
unclear if we will all have to switch off Auth0 with the acquisition but I've built a company with Auth0 as the auth provider and definitely would not take it back, saved us so much time and allowed us to focus more time on product market fit
In the end this is the whole goal of something like stripe, or even something like Courier. Let your engineers spend more time on PMF and building cool new features.
On the flip side the absolute mess of a headache my day job had during their recent what 3+ hour downtime, stopping our paying customers from accessing our perfectly working application that they pay for, because early days devs decided to use Auth0 instead of a battle tested rails auth lib has made us prioritize refactoring auth0 out of our system.
As far as I can tell, nothing has actually changed from the customer perspective. It's not like Auth0 is going away or becoming unusable. Okta didn't spend $6.5B to burn all of Auth0's customers.