So supposedly you can pull .fit files from the Wahoo with a USB connection to your computer. I tried - I had to do an update on the unit, then in the app I had to go to Settings and enable USB connections then also enable the transfer of FIT files

(that option didn't show until after the firmware update). I didn't see any FIT files in /exports or elsewhere, so ?? - It's not their "standard option" for sure.
As for nags - none that I've experienced. They started with all the access as a time-limited trial, then that gets downgraded to the free tier after a month or so. Not a big deal. Strava will bug you to upgrade the most out of my "stack"