There is Bridgy Fed, which bridges accounts over to the other side if they follow the respective Bridgy Fed account on their platform. This is opt-ín though, so you can't just follow anyone, they need to have followed @ap.brid.gy on Bluesky. To have your interactions bridged you need to follow @bsky.brid.gy@bsky.brid.gy.
If the account you want to follow is not bridged and you are okay with just reading their posts, you can also use a service like RSS Parrot as every Bluesky account also serves as an RSS feed.
A number I've seen quoted multiple times now is ~$150 per month to host a relay (Source). Which explains why Whitewind, Smokesignal and Frontpage don't host one, they are mostly still small projects by individual talented devs, but imo if that number is true, it really doesn't seem too outlandish that someone might go for it.