We aren't forcing to use OneSignal for your websites, you have a choice to not use it. Also there is paid option in OneSignal to not sent user's data to any 3rd-parties.

If we'll integrate other alternatives to OneSignal, it will mean to store some data there as well.

In the future we'll consider to include own server for push notifications, but for now to make UNA configuration more easy we offer only OneSignal service.