It’s not always better. One good case for cloud-linked would be when someone breaks in and steals the DVR. It also doesn’t need to constantly upload, because most have motion detection to only upload interesting events to the cloud.
That's a pretty uncommon edge case considering that it's usually easier to disable the camera to begin with, e.g. with a paintball gun, than to track down and remove a DVR which could be in an unknown and arbitrarily well-secured location within the building -- or even outside of it. Just because the video storage isn't in the cloud doesn't mean it can't still be offsite.
And it also depends on how serious of crime one is committing. When working for defense attorneys years ago, it was not uncommon to be on a case involving data recovery by the FBI because a person lit the building on fire because there was a camera in their somewhere.
Right. Ring is usually placed in homes. Where is the well-secured location in your average home?
A DVR can be smaller than a Raspberry Pi. Remove any random electrical outlet in the house, put the DVR in the wall behind it and then replace the outlet. Or put it on the underside of your washing machine etc. Can't remove it if you have to disassemble the whole house to find it.
Or just put it inside a safe which is bolted down. There are safes with interior electrical outlets.