The “start your own instance” is twofold. You can indeed move away if you don’t like the rules one instance imposes. But at the same time, being an admin, you get the freedom not to associate with stuff you find problematic. You can’t expect an instance owner to pay for server space to host others’ whims.
From a more personal point of view, I’m really happy that I don’t have to engage with QAnon BS while browsing. It works well for the users too.