Microsoft teams is two things:

1. An online service with a private API endpoint.

2. A client program that communicates over that API endpoint.

So this is more like having a car (client program) that the company owns parked in your driveway (your OS), and you can't drive on the company's private roads (the service API) without using that specific car, oh and the company is allowed to repave your driveway whenever they like.

I would much rather have my own car and my own driveway, thank-you-very-much.

Teams is not a service. Is a program used to talk to other people, like buying tickets for the train or talking with the passengers. Teams has to run in an environment when it is not alone. You need to get on the train, search for a place etc. TBH teams behaves more like a service than like a program. Using teams is like talking to somebody at the other end of the train.