I am using MSSQL Server 2017 with a compatibility level of 140. What I am trying to say is, that I can manipulate JSON data inside it with ease.

From Comet1903's answer, I made some adjustments to his query to improve performance by avoiding comma-delimited values in relational databases (i.e., avoiding antipattern query) which is inspired by MatBailie's comment.

Here's my adjusted query:

SELECT  
    feature_data.user_id,
    feature_data.username,
    feature_data.email,
    feature_data.status,
    N'{"feature_data": [' + feature_data.feature_names + '"]}' feature_names
    --ADD HERE THE RECORDS THAT YOU DON'T WANT TO BE DUPLICATED ROWS, WHERE YOU NEED TO USE THE SAME APPROACH WITH feature_names
FROM(
SELECT 
    u.id AS user_id,
    u.username,
    u.email,
    u.status,
    STRING_AGG('"' + f.name, + '", ') feature_names
    --ADD HERE THE RECORDS THAT YOU DON'T WANT TO BE DUPLICATED ROWS, WHERE YOU NEED TO USE THE SAME APPROACH WITH feature_names
FROM @users u
LEFT JOIN @feature_user fu ON fu.user_id = u.id
LEFT JOIN @features f ON fu.feature_id = f.id
GROUP BY u.id, u.username, u.email, u.status) feature_data;

-- The below query is to check if the JSON data is valid, then 1 is equivalent to a valid format.
SELECT  
    ISJSON(N'{"feature_data": [' + feature_data.feature_names + '"]}') feature_names
    --ADD HERE THE RECORDS THAT YOU DON'T WANT TO BE DUPLICATED ROWS, WHERE YOU NEED TO USE THE SAME APPROACH WITH feature_names
FROM(
SELECT 
    STRING_AGG('"' + f.name, + '", ') feature_names
    --ADD HERE THE RECORDS THAT YOU DON'T WANT TO BE DUPLICATED ROWS, WHERE YOU NEED TO USE THE SAME APPROACH WITH feature_names
FROM @users u
LEFT JOIN @feature_user fu ON fu.user_id = u.id
LEFT JOIN @features f ON fu.feature_id = f.id
GROUP BY u.id, u.username, u.email, u.status) feature_data;

The output should be like this:

I am embedding JSON data in relational databases, it is beneficial for me to handle the nested records in a single table and column.

Important Note:

JSON functions, first introduced in SQL Server 2016 (13.x), enable you to combine NoSQL and relational concepts in the same database. You can combine classic relational columns with columns that contain documents formatted as JSON text in the same table, parse and import JSON documents in relational structures, or format relational data to JSON text. To read more...

I am not familiar with the usage of Postgresql, so my answer is just a reference for your solution.