htpps:/lemmy.world is run by Ruud Schilders (@ruud@lemmy.world) and htpps://lemmy.ca is run by Andy Brandt (@smorks@lemmy.ca). That information literally took me a matter of seconds to google... there's no conspiracy. The deal is that literally anyone can spin up a server and fire up an instance. The answer is different for every instance (usually).
Your friends are stating the obvious - pretty much everything in the world is owned by someone, whether it's a Huffy Princess Bike or a message board server. The difference between Reddit and Lemmy is that Lemmy is open source.
If you don't trust lemmy.world and lemmy.ca for whatever reason, it's trivial for you to move on to another instance and continue using Lemmy on an instance that makes you feel more comfortable, and still get the Lemmy experience. Or as others have pointed out, spin up your own instance, but with blackjack and hookers, then you can defederate from whomever you wish. That's when the fun really begins (but by "fun" I mean tremendous workloads and tons of responsibility. And financial costs :p)