Then tell us. Because this is what apple says:
The Messages app will use on-device machine learning to warn about sensitive content, while keeping private communications unreadable by Apple.
Next, iOS and iPadOS will use new applications of cryptography to help limit the spread of CSAM online, while designing for user privacy.
https://www.apple.com/child-safety/
There is no ambiguity here. Of course they will scan images in the cloud as well, but they are explicit in saying that it is (also) on the device itself.
