Why do i have to download files that i already have? Where are they of not on my device?

Before deleting files on both my MacBook and iPhone, i am forced to wait for these items to download. I’ve never indicated that i want those files stored anywhere but my devices. Where are they if not on my devices? Why are my own photos and videos not accessible to me? Because i haven’t looked at each one individually in the last 30 days?!