RemoveBG is very good at what it does, and it certainly would be nice if there was an offline version. However, there isn't, and I don't think you'll find an offline tool that comes close in terms of quality of result.
There are cases were privacy of data isn't a real concern - e.g. you're about to publish the resulting file anyway. If you need to keep your data private, then sure, don't pipe it through an online tool. But that doesn't mean the usescases aren't there.