In terms of a social application, it's legitimately harder to make a not-locked-in service. Who owns what, and how much of it is valid when you transfer data to another host? But it's still a lock-in, because there's no way to leave and retain things.
Imagine if your phone would only export contacts to a new phone if you stayed with your provider. Sure, you can still leave, but a data-lock-in is still a lock-in technique.
And though I realize others may feel differently, I'm of the mindset that the costs are relatively low in walking away from facebook without my data. I have all my pictures anyway. Other peoples' pictures of me? Na... I don't own them. Statuses, messages, connections, likes, events? Sayonara without qualms.
But given the time to re-do a large portion of your data on FB (assuming you've used it a fair amount, as many people on it do), at minimum wage, it's probably nearly as "expensive" to leave FB as to switch cell phone providers.
I know it's not a 1-to-1 comparison at all, and I've deleted my account and felt no loss. But my use of FB was incredibly minimal compared to most of my friends who are on it, and I hear "I hate Facebook, but everyone is on it" echoed from nearly everyone I encounter.
Besides, developing a robust screen scraping tool for a system as large as FB is inherently a very difficult task, and you still need to connect everything you get out, essentially re-building FB. For them to provide an export tool, however, would be ridiculously easy by comparison.
The facebook "lock in" isn't a lock in at all. It's more like a disincentive to walk away from the user base, media storage, and slickness of the service. But that can be reproduced if need be, I think.
I think there are better things to be worried about than the hypothetical situation where Zuck goes nuts.