Nope, that's the Quickstart guide. It's possible to do it without using Mozilla's servers. Someone just a couple weeks ago posted a writeup on how they did it themselves.
I would assume that most website owners will go with the integration method Mozilla currently recommends, and that method is centralized.
For instance, the quickstart guide mentions https://login.persona.org/include.js: "You must include this on every page which uses navigator.id functions. Because Persona is still in development, you should not self-host the include.js file."
Okay, but for anyone like us, we can self-host and just make sure it stays mirrored and up to date. The only other bit is doing the verification on your own server instead of trusting them. That's as big a deal as anything.
Right now it is indeed centralized. Check out the integration documentation and you'll see how. https://developer.mozilla.org/en-US/docs/Mozilla/Persona/Qui...