I switched to ARQ (https://www.arqbackup.com/) a while back after a near miss with a hard drive failure, and think its an amazing product - the key elements to me are that:

1. It is storage location agnostic (backup to a usb, external HD, network HD, dropbox, amazon, etc)

2. your backup data is encrypted locally before being backed up to any medium

What's great is that i can back up one set of data to an external hard dive manually as needed, another set of data to say dropbox on a nightly basis, and another set to a B2 bucket on a monthly basis (all of which are encrypted so i retain my privacy/data security).

Edit: i suppose that it is a "third party service" but i think it reliably solves for the lock-in and privacy problems you reference