It's a belt & suspenders approach - when you push a change, you want to have already tested it to a high degree of confidence because the feedback loop from CI back to the developer is too slow.
Effort spent moving all testing to the left supports faster iterations through shorter feedback loops. Creating stubs/mocks, HALs, etc. are all good investments.
Figure out you can easily clone the CI tasks and run them locally, and then build tools for developers to do that easily for every change :)
