That's quite a reductio ad absurdum. No, I don't generate my own electricity (though I could). But I don't use tools for work that can change out from under me at any moment, or that can increase 10x in price on a corporate whim.
And why would that require running AI models locally? You can be in essentially full control by using open source (/open weight) models (DeepSeek etc.) running on exchangable cloud providers that are as replaceable as your electricity provider.