If the goal is to remove trust in a third party you would either need to code or verify the software before running it. Short of that and you still have to trust whoever coded it and all the distribution infrastructure that let you download it.
More options is good for sure, but doesn't solve centralization or trust concerns
The level of centralization is a spectrum and I don't mean to fall into the trap of describing it as all or nothing. The question is how close to decentralization web3 is or can be, and my concern with regards to picking your own API endpoint is just how similarly it is to the original point Moxie was making with regards to there only really being two API hosts in use