Oh there are masses of zigbee enabled components that are perfectly compliant with those constraints. From big labels to Chinese knock offs. Sure the Sonoses of the world have much more visibility and don’t but who searches will find :-)
Indeed - ZigBee is quite good for this. I know from experience that a Philips Hue bridge will gladly pair with and manage non-Philips bulbs (e.g. I have some IKEA ones in addition to Hue), and similarly that Philips bulbs work fine with a non-Philips bridge. You can also block the Hue bridge's access to the Internet and it continues to work fine.
Sonoff devices don't do this out of the box, but with some basic equipment you can flash [open source firmware][1] on them and make them work even better than stock, and no packets leave the LAN.