You can look at the Bluesky firehose itself and see every post on the network, no matter what: blueskyhose.rickt.dev There's almost certainly somebody archiving all of them. You can see delete requests too, so you can theoretically make a Bluesky appview that only shows deleted posts
Bluesky is designed from the ground-up to be billionaire-proof. It is designed such that if Elon bought the site, other people can make their own Bluesky and it would be identical. Part of that means that it's difficult to have truly private data, because then Bluesky is the only place with the keys
This is why there's (currently) no private accounts. Even DMs are technically implemented "off-protocol"; i.e. they're a temporary stand-in until the real on-protocol system can be built. You have to assume everything you share is open and posted forever.
Mastodon doesn't have this issue - but only because each Mastodon instance is a server run by a human in their basement, basically. If privacy is your goal, using Mastodon may be a thought - you'd just need to trust the one person who owns the hard drive your posts live on