> Which is very hard, because most of these devices don't work locally.
Then don't buy those devices. All of my home devices are either Zigbee (local-only) or were bought specifically because they can be reflashed with open firmware to liberate them from the cloud.
> Hell, even the internet-loved Ecobee has a banner that shifts everything down most of the time that you open the app.
I don't want such apps. The only app I need is Home Assistant, and installing proprietary software on my phone (running GrapheneOS) is out of the question.