Local first behavior is a big reason I still use Sketch. Nobody can take my documents from me, no matter what.
Sketch is also generally more friendly to people trying to take their Sketch documents elsewhere — the Sketch file format is publicly documented, which has allowed several other apps (including Figma) to be able to read it. Figma has yet to do the same for its format, which reeks of lock-in and rubs me the wrong way.