You can scroll down literally two messages in the Github issue you linked:
> there isnt any telemetry, the open telemetry thing is if you want to get spans like the ai sdk has spans to track tokens and stuff but we dont send them anywhere and they arent enabled either
> most likely these requests are for models.dev (our models api which allows us to update the models list without needing new releases)
> There is currently no option to change this behavior, no startup flag, nothing. You do not have the option to serve the web app locally, using `opencode web` just automatically opens the browser with the proxied web app, not a true locally served UI.
That is the address of their hosted WebUI which connects to an OpenCode server on your localhost. Would be nice if there was an option to selfhost it, but it is nowhere near as bad as "proxying all requests".