You can easily have a smart home without any data leaving your home network.
You need three things:
Home Assistant software (free and open source)
ZigBee (also free and open source) smart devices made by companies that comply with the ZigBee protocol
Most importantly, a ZigBee controller.
There are several options available (Deconz Conbee II, etc), and this device gets plugged into the same machine Home Assistant is on, and it allows HA to control your ZigBee devices directly. No “hub” sending your data to a cloud server, everything is done on your local network. If the devices comply with the protocol, you don’t need their hub, even if they say it’s required.
I use Hue bulbs, but have no Hue hub. I use many Aqara devices, but don’t have an Aqara hub. It’s pretty great and works very well!