Yes, if you don't want to use cloud storage you shouldn't be using a product that requires your original files to be stored in a cloud. Lightroom Classic would be a much more sensible option, as that requires your original files to be stored locally on your computer.
To get your originals from Cloud to Classic the most complete option would be to export all the originals from Lightroom to a local hard drive using the "Original + Settings" option (which would preserve all edits and metadata added in Lightroom. Once they have been exported from Lightroom you can then import them from that local drive into Classic, which will give your several options in terms of the folder structure you want them organised into.
Another option would be to create a new Classic catalog and set it to sync....that would download a copy of all the originals stored in your cloud (warning, before enabling syncing in Classic make sure you visit the Classic Preferences>Lightroom Sync tab to set your preferred local location for the downloaded originals, and optionally choose one of the Classic date-based folder schemes). Note, however, that as Keywords and Location Data does not sync between Cloud and Classic, any of that metadata that you've added in Lightroom would be lost in transition (which is why the "Export as Original" is the more complete solution).
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