This is false, they support did:web which ties your identity to ownership of a DNS name (which is its own can of worms, but not controlled by bluesky like PLC).

Unless you mean that you still have to register your pds it to get indexed by the relay, so people can read your posts without querying your server directly (which is possible but discouraged). This is actually an advantage over mastodon/activitypub however, your personal pds will not crash if a post goes viral (unlike a personal mastodon instance).