If you have a hub with local control you get local control, but it’s not clear what other devices exactly will allow local. My main interest would be my roborock vacuum.

You do have to login through their cloud to use this, but typically to get local keys you have to have an account and an app logged in anyway.

Local control is implemented by Xiaomi Central Hub Gateway (firmware version 3.4.0_0000 above) or Xiaomi home devices with built-in central hub gateway (software version 0.8.0 above) inside. If you do not have a Xiaomi central hub gateway or other devices having central hub gateway function, all control commands are sent through Xiaomi Cloud. The firmware for Xiaomi central hub gateway including the built-in central hub gateway supporting Home Assistant local control feature has not been released yet. Please refer to MIoT team’s notification for upgrade plans.

Xiaomi central hub gateway is only available in mainland China. In other regions, it is not available.