Neon at least has open-sourced their core offering, which provides a migration path for folks who make bigger bets on their platform. So yeah, there's every possibility they'll go away at some point, but unlike a lot of SaaS offerings, it's all Postgres over the wire and under the hood, so you have plenty of migration options (OSS, another managed Postgres vendor, Aurora, Cloud SQL, etc.)
Neon CEO here. Definitely. Of course Neon storage is a distributed system and you need to know how to run it. But a) we can help b) Percona is a trusted partner of us that can support self hosting for you.