The fact that people rely on GitHub, even when it is based on git, which is free and distributed software, shows how easy it is for big companies to force users into their closed software.
If I use Jenkins am I any less locked in?
Good for you. I use the GNU GPL, so I do have a problem with my code being used for proprietary software.
> they have superior collaboration and auditing features
What exactly makes GitHub/GitLab better in this aspect than other alternatives?
> If I use Jenkins am I any less locked in?
I don't know anything about Jenkins, but being able to change your Git host independently of your build service is definitely good.
SaaS means I don't have to manage it. I can also in theory collaborate with millions of people versus closed systems like Gitea or Gogs which is what two of the providers you mentioned are built atop. Interestingly enough, both of those projects use GitHub to build GitHub alternatives. What's good for the goose is good for the gander?
You could easily use repository dispatch with GitHub Actions on self-hosted runners (free) to perform builds on repos that live in other places, since the interface is basically a webhook/payload. The question is why would you? What is the benefit? All of them are using GitOps style practices for the build process, some of them just happen to be a little closer. I'll take YAML over Java/Groovy shared libraries any day of the week. I'd argue that Actions is better than most CI systems.
I've had a project shut down by Github because of petty ( and unfounded ) content flagging by a competitor. It took a week to get a human involved and it almost killed the project. I will never again put the fate of a product in the hands of someone else's arbitrary, black-box algorithms.