Good idea. If we do this and also add some sort of positive label on devices that work locally and are interoperable it might start a positive feedback loop: More people become aware of the issue or simply want the device with the better label when choosing in a store, leading to more manufacturers producing more devices that aren't cloud-dependent.
Right now I often see the opposite happening: Manufacturers who don't even put on their packaging that their system is really just Zigbee under the hood for example.
Personally, these services are all a bit sketchy anyway. Mostly because they advertise themselves as the magic bullet to remove all your unwanted personal data from the internet, but ignores that this removal relies on the cooperation of the third parties in possession of your data. Most notably, this won't work if your data has been exposed in a data breach.
To me it very much feels like VPN ads. Technically a working product, but advertised in a very dishonest way.