In the distant future when basically only governments or whatever use Layer one, is the game theory of Lightning messed up when you can't really honestly threaten exiting to layer one, due to how expensive that would be?

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I think layer 2 is always gonna be there for the simplicity of the transaction.

The "threat" would probably be jumping from other layered solutions (fedimints for ex) to a L-2 solution.

Further,

I see transaction batching solutions, kind of like a carpool for your TX to make it on the highway that would be on chain transactions.