For me, building with open weights models sounds like the right approach — you are able to switch providers, and you can control where the server is running.
You don't have any guarantees in terms of data, that's true, you rely on the provider. But this is similar to a database or other services where you don't have the knowledge or resources to run them yourself. Hardware cost is an additional factor here.
If on the other hand your idea works out and the model fits the use case, you can always decide to move to a dedicated infrastructure later.
The same thing can happen in development. Data exfiltration or local file removals are often downplayed; I wonder why nobody talks about the lethal trifecta anymore.
You don't have any guarantees in terms of data, that's true, you rely on the provider. But this is similar to a database or other services where you don't have the knowledge or resources to run them yourself. Hardware cost is an additional factor here.
If on the other hand your idea works out and the model fits the use case, you can always decide to move to a dedicated infrastructure later.