More seriously, "serverless" usually just means you aren't supposed to worry about server/cluster management, not that there are no servers anywhere. So it really means "load your data to Redshift, wherever that lives".
I look forward to the next stage of cloud hype - dataless - so I don't have to worry about the nuances of data management and I can just run my analytics.
I've long dreamed of that. Everything becomes stateless and everything to do with GDPR/PCI/Disaster recovery/anonymisation/performance/scaling/etc/etc becomes so much easier.
More seriously, "serverless" usually just means you aren't supposed to worry about server/cluster management, not that there are no servers anywhere. So it really means "load your data to Redshift, wherever that lives".