I agree with everything you said, but (in Microsoft's eyes) this is a feature - not a bug.
Without this cloud component, how could:
- Microsoft make sure that the accounting team does not introduce a malicious/old Python library into the Excel file?
- Microsoft protect its users from writing/running inefficient, buggy, or malicious Python code?
- Microsoft provide a Python runtime to users who do not know how to install Python?
- Microsoft charge to run code that you wrote in a free, open source software programming language on a device that you own?