My Mac is always trying to get me to save to iCloud by default. I hate it. Usually I catch it and put the document on my local drive, but sometimes it ends up in my iCloud drive, which I avoid using as much as possible.
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Nothing in macOS has ever attempted to lure me into saving to iCloud Drive.
I thought you might be referring to Apple's office suite rather than macOS, but I just tried Pages and it boringly defaults to local storage as expected.
That's unfortunate, I can only confirm that it doesn't happen to me on current/next versions of macOS.
If that happened to me, I guess I'd just turn it off. https://imgur.com/a/Cl0xyJi