No I think ATProto is "built this way". The firehose is just the output of the Relay. If Bluesky wanted to shut off the firehose, they would have to make changes to ATProto or stop conforming to ATProto.
I understand that Bluesky's conformance to ATProto is just a promise, but it's a better promise than you get from most websites. Also in the meantime, if you migrate to a self-hosted PDS, you can ensure that even if Bluesky restricts access to their Relay's firehose, 3rd party Relay servers can still pick up your posts and publish their own unrestricted firehose.
I understand that Bluesky's conformance to ATProto is just a promise, but it's a better promise than you get from most websites. Also in the meantime, if you migrate to a self-hosted PDS, you can ensure that even if Bluesky restricts access to their Relay's firehose, 3rd party Relay servers can still pick up your posts and publish their own unrestricted firehose.