Since those are accomplished via a tracking pixel in the email and you need to serve that image from a public server, then yes, you'll need a cloud service to run that. As stated before, you can choose to run that server yourself if you don't trust Nylas with that kind of data.
Unfortunately, standardization != widespread use. Tracking pixels are still the most reliable way to know whether a recipient (or many) opened your message.
Tracking pixels are ubiquitous, and used in virtually almost every situation where you want to know if a person opened your email, which equates to virtually all ecommerce in my experience.
So this won't work with emails coming from Gmail (and probably other providers) since these services cache these images on their server as soon as they receive them (and not when recipients open them) precisely to defeat this kind of tracking.
And of course, a lot of email clients only open such images on demand anyway.
I don't believe this is correct. Gmail will only request an image to proxy once you've opened the email, according to MailChimp, so this would only prevent tracking multiple opens.