You're free to host your own vault if you don't trust Bitwarden's secure cloud. But I think Bitwarden has earned the trust so many businesses and individuals put in them. They're not some fly-by-night operation. And hosting your own Bitwarden vault is a hell of a lot better than managing your own KeePass vault file. It's significantly more functional. But security wise they're about the same, so if you're more comfortable with KeePass, use KeePass. Just make sure you understand the features and pros & cons of each before making your decision.