There's nothing that indicates LLMs running in data centers is more evil than LLMs running on your own rig. The issue is centralization of providers into a duopoly or triopoly that can use their power to absorb more training data and operate a pricing cartel, as well as absorb knowledge from other individuals and corporations.

Right now the models actually run most optimally and economically in a data center b/c multiple requests can be batched on a single GPU. This may change of course...