Do you mean backing up the iPhone installed data so it can be restored to the iPhone if needed? If yes, then I thought there was a selection on where you could backup your iPhone to iCloud or your Mac.
You also do not have to turn on iCloud login on the iPhone if you do not want the iPhone to have access to iCloud. If you do connect the iPhone to iCloud then what gets synced can be selected.
I must still be missing something.