This is the one thing you will never get, tho it's blindingly obvious that running your shared folder locally would be infinitely better there's no money in it for the shareholders, I mean you do want Apple to have another fabulous financial quarter.......... don't you ?
I know it's fun and en vogue to blame "greedy Tim Cook" or "greedy shareholders" for everything, but in all honestly this is almost certainly not it.
It's much more likely that building the feature isn't worth it because the number of users who would take advantage of such a system is infinitesimally small, it'd be a significant engineering effort, and the support complexities when things went wrong would be massive. I say this as someone who runs a Linux-based server and Synology NAS at home and would absolutely take advantage of the feature.
The reality is that Apple would need to support network discovery and authentication across dozens of NAS platforms (Synology, QNAP, TrueNAS, unRAID, Western Digital, and countless DIY setups) each running different firmware versions, file systems, and protocols (SMB, NFS, WebDAV, etc.). They'd need to QA every iOS update against this fragmented ecosystem, troubleshoot user network configurations, handle partial backup failures across unreliable home networks, and somehow ensure data integrity on storage they don't control. And when backups inevitably fail because someone's router rebooted or their NAS ran out of space, Apple Support would be stuck debugging home network infrastructure they have zero control over and then get blamed for losing user data.
Adding NAS support would explode their support costs and QA burden to serve maybe 0.1% of users who are tech-savvy enough to actually configure it properly and actually have a NAS at home. From a business perspective, it's simply not worth the engineering resources and support headaches.