Afaik that is still the case — they seem to have stuck with the web version. I used Gravit for a while, but they got bought by Corel and the application has gone from free to $100 for the "fully-featured" version (which given it's basically a beta and is missing what I consider key features, is a bit much). Akira [1] looks like it could possibly be the answer, but it's still a way off (though usable)

[1] https://github.com/Alecaddd/Akira

This is no longer true. You can now export .fig files to save locally on linux/mac/windows

Looks like they have limited offline capability if you've already loaded up a file you want to work on [1].

[1] https://help.figma.com/faqs/offline-mode