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I had the same concerns and didn't buy one, but a few of the projects here look like they could help: https://github.com/reHackable/awesome-reMarkable

Ah, someone beat me to posting it.

Since the remarkable tablets features native SSH access, there is an active and growing community that makes really great software for these tablets. There is already quite a few local-first solutions which makes it possible to avoid the cloud: https://github.com/reHackable/awesome-reMarkable#gui-clients

The cloud sync is optional. You could use the SSH access you get when connecting to it over USB, and possibly roll your own backup solution.