you can say "hey could you refollow those instances"

you could throw more money into the instance's tip jar to make it easier for them to decide to rehost a larger part of the data firehose - that may not be the entire reason they defederated from an instance but it may be part of it

you could move to another instance whose admin's choices are more in line with yours

Other social networks can ban people I follow and I have no recourse.

True, so it's not an improvement. I guess it is even worse because when they unfollow an instance they may ban hundreds of users just because there are a few problematic ones.