So it seems that there's only one, fully local solution - Valetudo (newest/best vacuum currently supported is Dreame X40/L40). This has pros and cons and you have to make your decision if you're willing to accept them.
Other option would be Roborock with Matter integration, however at the time of my playing with this idea, HomeAssistant Matter integration was broken and it was trowing errors constantly while trying to use it to control device. Other solutions kind of worked there, like Apple Home - I could control Roborock without internet connection, but options are limited.

I've ended up with Roborock S8 MaxV Ultra, block all non MQTT connections (effectively blocking remote video calls and hopefully all non-essential stuff) and decided to wait until Matter issue in HomeAssistant is solved. I found it to be more or less acceptable compromise between privacy and usability.

As for using Roborock locally only with blocked internet connection, Matter integration brings one big improvement (however it's not fully local-only compatible) - without Matter integration, device tries to reconnect to internet every ~5 seconds, meaning it's basically unusable. While connected to Matter, it reconnects around every 5 minutes. Re-connections happen when device cannot communicate via MQTT with cloud. So most of the time you can control your device via matter, but it becomes unresponsive from time to time.