It's a pain, and I now wish we just have internet connected hard drives where we can save whatever we want.
That’s how it should be. You have your data under your control and give companies access which you then can revoke whenever you wish.
When I joined Strava (8 years ago... wow time moves fast) I immediately realized it's not the best place to use as main storage of your fitness activities. Not just because it might just "go away" at any time (and back then they didn't have any clear monetization plan, not that it's much better now) but because it didn't seem to provide a mechanism to bulk upload/download the original .fit files. You uploaded a .fit file but then downloaded some other format (.gpx I believe?). That made it clear it's not a good place for archiving/storage. Since .fit files are really small, even using something like Google Drive's 5GB free tier should be plenty for many years of fitness activity storage.