Honestly I don’t mind that, at all. What I mind is if it’s mandatory and only through proprietary applications.

WiFi, BT, Zigbee, Z-wave etc are not per se a problem. The question instead is who practically owns the device. If the behavior is force on you as a customer, then it’s easy, it’s not YOUR device. Consider then buying OSHW or whatever alternative you need, including potentially non connected devices that you yourself connect on your terms.

Edit: check which devices are compatible with GadgetBridge and/or HomeAssistant then reviews from actual customers. That should help you find out which devices can match your requirements.