It gets a lot of comparisons to Notion, but I don’t think that’s really accurate. It feels much more focused on writing and note taking for me than Notion - it doesn’t do all the fancy page types, etc. But yes, it is Mac native.
The default storage location is their web service, but you do have the option of storing all files locally. You do lose some collaboration features if you do that.
I think craft can store your notes on-device? Not sure. The one big difference between it and Notion is the databases — craft doesn’t have them. If not for that, I’d switch to craft in a heartbeat