Building it that way is a choice. It's not mandatory.

You can use gitlab CI with special-purpose docker images for all your steps and magic parameters driving everything too (Gitlab AutoDevops works that way).

But if you just run your steps in shell scripts in vanilla docker images containing your build-time dependencies, you should be able to produce something that works the same in any CI pipeline, or locally.

The most annoying thing for me is that a lot of CI engines make docker-in-docker complicated. I love using compose to set up integration test environments, but doing that in CI is often a fight.