I do the same by feeding my kindle via email. Got my kindle but wonder if there are more privacy friendly readers
I have a Kobo, you can set it to “sideload mode” and you don’t need an account of any kind. It disables the store and all that and I never turn WiFi on so it’s completely offline.
I use Calibre, an amazing FOSS ebook manager, to sync my books to the Kobo.
Pretty much just download whatever from Anna’s Archive, throw it in Calibre and get it to fetch all the artwork and metadata if I want it and sync to the Kobo.
Calibre takes a little getting used to but it’s not too bad, it’s also extremely powerful once you learn more about it.