Lemmy will change the way it handles DMs in 1.0 specifically for Masto compatibility.

It ignores what happens if your PDS provider goes down. While currently Bluesky can repopulate a new PDS with your old data, I don’t see how that’s going to survive them adding stuff to the AT proto that isn’t public and therefore not kept persistently in Bkuesky’s servers (e.g. E2EE DMs).