If you use Firefox, you can host your own sync server.

The problem is these devices don’t have the hardware to process input locally — it’s all sent back to their respective clouds for processing.

I believe Siri on newer phones can do some processing entirely local, but it’s not the norm.

This is the way. HA is what really got me thinking about self-hosting more seriously — I realized Google and Amazon likely knew what room I was in and when I was in it. That was enough to go down the rabbit hole.