You're probably aware of this, but once the connection has been mediated via the cloud, data will usually flow directly between client and server. But yes, to avoid this initial connection mediation, you'll need the "Cloudless Fluid Connections" from the Enterprise team plan[0]. I use the basic $35 single user macOS program which requires cloud mediation.
I don't like the forced cloud mediation either, but the protocol is just so much better, almost comically better, than NoMachine, RDP-over-macOS, VNC, X11-forwarding, Screen Sharing.app, etc.