The BGS is a "dumb" relay and mirror of the network, so it generally shouldn't matter which one your client app is ultimately sourcing data from.
But yes, anyone is free to operate a BGS. It does necessarily require a non-trivial amount of storage, compute, and bandwidth. A funded startup, well-funded non-profit, or any just about any cloud provider could likely afford to run one.
It's also entirely possible to operate a BGS that only mirrors a slice of the network (for instance, only users in one country) if desired, which could in some cases make it affordable for a single user or small coop to operate.
In theory you can migrate between BGSes, but you can always just use one at any point in time.
In practice no one will switch because it makes no sense to do it. If there happen to ever be more than one real BGS contender, it will be from something like Cloudflare that will just replicate everything Bluesky Inc decides.
I don't know if it does not make sense. AFAIU these BGSes could be special-purposed e.g. for a business, community or topic of interest. Why wouldn't it make sense to synchronise the collected data between these BGSes and get a combined view on the data? With just a single BGS we have another centralized big tech platform. I think decentralized BGSes are a major factor in how interested people are in becoming part of the ecosystem.