So I guess this thread answers my question: The Plus Extra games at least make local saves. I've been out of the loop lately.
But I'm guessing the Plus Premium saves are all on the cloud? Would be odd to have local saves for streamed games.
I'm going to propose to Sony a fourth membership tier. In addition to their Plus Essential, Plus Extra and Plus Premium tiers, I will propose the Plus Nope tier. That's where the next time they ask me for extra money, my cranky self gives them less. Until they add PS5 USB save support, so I can ch... do legitimate things.