You don't. You can use the Local cloud, or direct access like TCP/IP, UDP.
I'm not sure what you mean by that. But you don't have to use the cloud. Have a look: http://docs.particle.io/core/firmware/#system-system-modes
Also, the code is completely open source, you can change whatever you like: GitHub - particle-iot/device-os: Device OS (Firmware) for Particle Devices
Because it's not an Arduino ;)? You can do everything an Arduino can though... Why would you want that though? Could you explain this a bit further, because I don't really understand what extras Arduino offers over Particle?
Because it makes life easier. If you wanted to keep on struggling with an arduino and ethernet libraries, and writing your own protocols, and doing all kinds of nasty network stuff, then you're better of with an Arduino.
Rather than having to use a boatload of code just to get a connection, this will expose a function for me Spark.function(), and this a variable Spark.variable(). This will send a Server Sent Event: Spark.publish(). I'd like to see you do that in one line of code on an Arduino, as easily as you can do that on a Particle device.