Re: not storing locally, yes, hence my first comment on relying on a 3rd party. It depends on what is your intended use, given Notion doesn't have e2e encryption yet.

Re: proprietary, it exports natively in Markdown (including a zip with all images), or pdf, or html. It's not perfect (there's a bug when exporting some LaTeX formulas in .md), but for the most part it works well.