it is also possible to change the contents of what the URL points to without changing what the NFT is.
Almost all NFT's are an index. No one seems to understand that they are not owning a digital item, they are owning a reference address. Nothing about the NFT substantiates the contents of the address. that is OpenSea in a nutshell
However, some NFT's like the bored apes use a multi-variable reference and then those variables act as parameters on an open-source protocol for generating the NFT. In other words, the NFT is not a URL, but a key-value dictionary like {eyes:blue, hair:brown, hat:cap, hatcolor:blue} (i dont know off hand the actual attributes used for bored apes).
This second method is closer to what people think NFT's are in the first place, and is leagues better than the URL to a centralized server but it is still ultimately an index of some kind that relies on being substantiated by something not on the block chain.
The server will be gone some day, but it doesn't matter, because the image hosted there is easily copied and freely available many other places. Nothing was ever gained in the first place by having it hosted on the server mentioned by the NFT, and nothing is lost if it's not there anymore. The NFT never contained any value or rights.
