Well migrating from one auth provider to another is always a tricky task… that’s a fairly large piece of architecture to swap. That said, you can migrate off of Netlify identity if you’d like to or need to. A bit of an older thread and doesn’t give all the details per se (I can if you need)…
But the point is that Identity’s API absolutely offers endpoint access to your full instance data that you could use to migrate / hydrate a different provider’s user DB with. Your users would obviously need to reset their passwords since you can’t export password data (for good reason), but I don’t think there’s a “locked in” vibe here. Nothing at Netlify aims to lock folks in and take their money 
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Jon