There was a forum entry that self-hosting the database is a topic being worked on. That's my number one gripe with Zotero, it just seems weird: if using multiple clients, users have to sync to the Zotero servers, yet the storage space for attachments there is minimal (which is okay; Zotero pricing looks reasonable but of course, own storage via e.g. Nextclodu is much, much cheaper). This basically forces a hybrid solution, with bring-your-own-storage. If all of Zotero's data could be self-hosted, now that would be a streamlined, great experience.
Then again, I am anal about my entries' metadata and often correct faulty data found online. Syncing that to Zotero servers is kind of like giving back? I always thought that data might help improve Zotero's own auto-fill functionalities, which I'd like helping with.