The first rule of home automation applies: “The model number matters.” 
In order for it to be possible, currently the device manufacturer has to have published their API so you know the exact format of messages to send.
AND the device has to be designed to run locally—some always require their own cloud.
There are a number of devices that do fall into this group, including Tplink Kasa smartplugs, the Philips Hue bridge, even the Logitech Harmony Hub. But there are many more that don’t.
For example, Meross smart plugs certainly can run locally with some platforms: they do with Apple HomeKit. But they haven’t published their API, and the exact same smart plug requires the cloud to work with SmartThings.
In this particular case, I haven’t seen any local options for the Cielo models. And the folks over at Home Assistant haven’t been able to integrate it, so it does appear to require its own cloud for anything above basic on/off.
There is a possibility that in the future some models might be updated to support Matter, in which case basic local operation should be possible, but we’re not there yet. 