They did add back non-cloud support a while ago after the cloud forcing didn't go over well, but it is a second-class experience.
The day after I set my UDM Pro up as non-cloud, it corrupted the login somehow and I had to factory reset it and redo all settings (as it hadn't been running long enough to run any automatic backups first). I capitulated and just set it up again as a cloud login to avoid having the same fiasco at some random point in the future again.
I immediately regretted going with the UDM to save (quite) a few bucks over a OPNsense/pfSense appliance to fit my requirement of handling a full 10G of WAN.
I will admit having the app to monitor usage remotely is a somewhat neat trick. I find the firewall configuration in GUI obtuse enough to be next to unusable.
No perfect pitch for other instruments.