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You absolutely can make a local MCP server! I use one as part of TalkiTo which runs one in the background and connects it to Claude Code at runtime so it looks like this:

talkito: http://127.0.0.1:8000/sse (SSE)

https://github.com/robdmac/talkito/blob/main/talkito/mcp.py

Admittedly that's not as straight forward as one might hope.

Also regarding this point "letting you easily connect to your own Agents SDK MCP servers deployed in their cloud" I hear roocode has a cool new remote connect to your local machine so you can interact with roocode on your desktop from any browser.

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`tailscale serve` is easy. Set appropriate permissions/credentials to authenticate your ChatGPT to the MCP.
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Agreed on this. I'm still waiting for local MCP server support.
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One way around this to use a gateway to run the local MCP - then connect to it via the gateway. We just rolled out support for that [1] in the one we're making at mintmcp.com

[1] https://www.youtube.com/watch?v=8j9CA5pCr5c

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