Ideally the device can create a wifi hotspot when it isn't setup that I can join and setup all the needed config settings. WLED does this as well https://kno.wled.ge/
I'm not saying necessarily without a backend. Just being able to "self-service" via API (ie if everything I can do via the app, I can do via curl, it could be interesting).
Self-hostable backend (benefits: privacy; less trust required; I know it'll still be usable even if you shut down your backend in 5y) would of course be great but a separate thing to the above.
I imagine this might be a case of documentation and support as supposedly the app is already using the API endpoints we'd like to have.