Buy YNAB 4 (aka YNAB Classic). You'll have to import transactions manually, but I much prefer it to their subscription SaaS offering. I've used it for five years and love it.
You can import transactions manually into NYNAB (the new web version).
One problem I have with relying on OFX is that I have a nagging suspicion that it's not as 'official' as the statements. If there were a discrepancy between the two, I'd worry that I wouldn't be able to resolve it in my favor without having reviewed (and thus downloaded and reconciled against) the statements.
I was in your same boat until the SaaS offering started really figuring out how to do credit cards. Now, it's finally the better of the two options for me.
And Yodlee. Quovo. Tink. Finicity. A zillion others. This is where modern banking data is moving, for better or worse. I think it's better, but the world is still on it's first steps in this "more open" financial data linking space.
