Isn't using a sandbox provided by them giving you more restrictions though? At least in terms of accessing resources on the big 3 cloud bois?
Plus you're forced to move at their pace which is unfortunate sometimes. Granted Amazon's bedrock stuff is slow and disappointing but at least I can rejig it work in conjunction with other aws products.
And if you're prepared to not use anthropic but any cloud provider for your infra then you can do whatever you like elsewhere. Just use docker sandbox or iron proxy to replicate network control/cred swapping (iron even does sigv4 re-signing).