Yes, there are lots of different web and mobile clients. I use blacksky.community, which also has its own appview, so am almost completely independent of Bluesky infrastructure. @stefan mentioned Red Dwarf, and I think there are a handful of others that also allow you to select an appview (very analagous to how phanpy lets you choose an instance) so also allow almost complete independence.
In terms of your initial question, I think that many people (including me!) find a multiple-identity approach very valuable for a variety of reasons. That said, today's ActivityPub-based software doesn't handle multiple identities any better than ATProto-based software. So like so many other things with fedi, it's a potential strength that hasn't been leveraged.
