I’m a little new to this stuff myself, but basically those devices are robust enough to get the job done but also simple enough that they don’t do anything else. I have Z-Wave for my shades, a temperature/humidity sensor, a tilt sensor for my garage door, a relay for the opener, and a light switch/scene controller for some physical button shortcuts. Very different things, and I don’t need an app from each manufacturer. Each device also creates a mesh network with one another, so these devices can have a pretty low-power, low overhead radio for battery life and still work pretty well even if you’re reaching far away from your hub.

I haven’t used Zigbee but I understand it works pretty similarly. They seem to have some pretty cheap scene controllers so I was thinking of getting on that bandwagon (my shades were Z-Wave and that’s what got me into this rabbit hole so I’ve been using that to start)

Also, an honorable mention for TP-Link’s Kasa series. Hardware is pretty solid and while I do need their app to get a device going, it’s made pretty well and integrates nicely to Home Assistant. Now if only they’ll put out that fan controller they announced a year ago and haven’t given a meaningful update over since!

Zigbee and zwave are fully local. They can’t decide to phone home over the protocols without your consent. The hubs can if they are wifi connected but that’s a different issue.

Anything on a network, be it wifi or Ethernet, can (attempt to) phone home without any use intervention, and without a wifi connected hub.

They cannot access the internet because they need a bridge to work. The bridge can be open source software like Zigbee2MQTT.