If you dont like the idea of having your dev environment in the cloud, coder have a self-hostable vscode docker image:
Even the next version of IntelliJ will have partial support for them (https://blog.jetbrains.com/idea/2023/06/intellij-idea-2023-2...)
The extensions might do things with your code (same as with Coder, albeit with a different marketplace) but the code doesn't live in the cloud a la GitHub/VS Codespaces.