Because you can choose which relays to connect to and you typically connect to multiple relays. On Mastodon/fedi, an instance controls your entire view of the fediverse unless you make a separate account elsewhere and check it separately. You can’t follow or be followed by users or instances they block even if you want to. They also control your identity, since it’s tied to a relay/instance. If your relay shuts down or your account gets banned, you have to make a new account elsewhere, re-follow everybody, get everybody to re-follow you, etc. It’s a mess.

On nostr, instance/relay admins only control that goes through their specific relay. If you want to follow somebody blocked by that relay, you are connected to other relays and the signal can flow through there. You don’t need to check multiple relays separately. If your relay closes, you don’t lose your account/identity.