To summarize a video I saw recently [0] rebutting your arguments, MacBooks can get crazy slow when running local models or even just Claude Code and Codex due to their poor implementation, to the point that the laptop itself becomes unusable.
There are other arguments for running an ssh-able box in a closet somewhere too as with KVMs you can give an agent remote control over the machine itself such that it has vastly more capabilities than if it were controlling its own machine it's running on, as well as not needing to keep the MacBook open all the time just to have the agent finish running.