Updated to Monterey, and suddenly 3 or 4 of the iCloud items were checked. Maybe there was something buried in the Monterey OOBE, but I honestly don't remember even getting a new EULA, and I'm usually VERY careful about looking for the anti-patterns that push cloud stuff.
Just popped System Preferences back open to see what the current state is, and it says I have 4.99 GB of 5GB available in my iCloud (presumably because of the iMessage stuff). Private Relay (Beta) has no checkbox and is spinning a spinner that says "Loading". No idea if that means it's turned on, or how to make it stop loading.
Not defending MSFT, this sucks, and I say that as someone who uses W11 Pro as my daily driver. But between them, Apple, and what Google does on Android, it's very frustrating that my only _reasonable_ option for truly offline local accounts is a Linux machine. I WANT TO PAY MONEY TO HAVE A WELL-SUPPORTED MACHINE