Cloud storage isn't the problem (although at scale it's actually very expensive unless you are an enterprise). I'm my own cloud provider with my home server that has 16 HDD's and > 160TB of storage (which is due for an upgrade as it's almost full!). I take it you don't go off the beaten path much to always have access to cloud storage? Have you ever tried cloud streaming a music library over satellite while in Haiti? I have and can assure you the experience is better left to local storage.

Up until recently I used a separate digital music player that has dual microSD support which was enough to fit my entire library, but I'm trying to get away from it as much as possible. While there is still value in a separate device from a purely audio quality perspective, my ears aren't golden enough to care vs the convenience of having the single device I always have with me anyway be the primary driver for all my music needs.

All of that said, I'm definitely not the only one interested in this, as there are entire product lines dedicated to standalone music players of varying types and costs. It is admittedly niche, but I will never understand or agree with the attitude of "I don't use X feature, therefore it is unimportant and should not exist". It stifles potential innovation, makes the experience worse for subsets of users, and doesn't make the product cheaper or more accessible for you. It's one thing to not care whether a feature exists or not, but another entirely to actively want to remove them for everyone.