Remove Messages & attachments from macOS to clear up space

I want to stop using Messages (from iCloud) on my Mac. I only use it on my iPad and iPhone. It takes up too much space on my Mac.

So I've signed out of Messages. It seems to be the only thing I can do...

But when I check Storage Management.app, I'm still seeing 10+ GB of Messages content. I want to clear up all that space. If I select all that content and delete it, will it still be available on my other devices (my iPhone and iPad)? Or will Apple/iCloud (wrongly) assume I want it deleted everywhere?