Where did you get from that the voice input is sent to Apple / the cloud?
As far as I understand Apple’s voice model runs locally for most languages.
Siri commands can be used for training, but is also executed locally and sent to Apple separately (and this can be disabled).
I couldn't believe it either but when you enable it the settings of macOS you get this popup:
> When you dictate text, information like your voice input and contact names are sent to Apple to help your Mac recognize what you’re saying.