All of bluesky is MIT licensed (unless there's a subset I'm missing), and developed pretty openly. Heck, you could use DMs much earlier if you logged into main.bsky.dev (with an app password, ideally) rather than bsky.app.

They don't have E2EE yet, and use a different system than posting does on the site. (ergo, I think they're not in the firehose)

I consider ATProto, the protocol BlueSky uses, to be a proprietary thing as it is owned and maintained by BlueSky. ActivityPub is an Open Standard.