ZDR is built on trust. Given that end-to-end encryption fundamentally doesn't work with LLMs, as they need the content to be unencrypted to operate on it[1], you have no way to prove that once your plaintext data is on somebody else's server they aren't doing whatever the hell they please with it. All you have to rely on is their pinky promise that they won't do anything with it. Trust is a valid option, much of our society runs on trust, but you can eliminate the need for trust whatsoever by running on your own hardware.

[1] Yes, I'm aware of experiments to operate on encrypted prompts, but these are only research attempts, not something that could actually be used with frontier models in production.