Yes there are a few things you can't do locally. But the vast majority of complaints I see 90%+ are for builds/tests etc that should have the same local feedback loops. CI shouldn't be anything special, it should be a 'shell as a service' with some privileged credentials for pushing artefacts.
> Release automation. Test reporting. Artifact upload.
Those I can actually all do locally for my open source projects on GitHub, if I the correct credentials in my env. It is all automated(which I developed/tested locally) but I can break glass if needed.