They may be less gatekeeping than others, but they don't let you get data off the device without a cloud account, at which point all your biometrics are for sale.
Just plug in the Garmin watch to your computer, and its storage opens revealing sensibly named folders. You can open the folder named Activity and copy your sport files in FIT format. Everything else is JSON.
Are you talking about Garmin? If so, that's not my experience of the two watches I have had, which let you take data directly from the device over USB (as FIT files).