Could it be that this is a reasonable protection so that the average user is not being spied on via cameras in the printers when their computer gets compromised?
I guess you can do remote monitoring via Orca when you set the printer to developer mode?
SD cards work but it's extremely less convenient than just printing straight from the slicer.
You can use any slicer you want but Bambu wants only their slicer to directly connect.
CLI slicing is not something you want in general. Visual confirmation of the toolpaths is very important to making prints as successful as possible.