It doesn’t have to be offered for free. If you sell a lifetime license for your software it’s actually sort of in your interest for customers to self host since then you’re off the hook for server costs.
The main thrust here is if you buy a “lifetime” license, it should be your lifetime, not the lifetime of the company that sold it to you.
I think I'm not really communicating my point effectively.
If you sell a lifetime license for your software, then the customer provides a single one-time payment (essentially CapEx) which obliges you to indefinite long-term work and support and maintenance (costs). But you can't support indefinite future costs with a single payment from a customer. The math doesn't work.
Again, if the data is small enough that it can be downloaded and self-hosted in the first place, then almost certainly hosting costs are statistically zero, compared to the R&D costs of building and maintaining and evolving the .exe file that's actually providing the business value.
But then that's an argument against lifetime licenses and not about ejectable servers.
You could run an ejectable server with other funding models. For instance, you pay yearly subscription and get updates within that year, but you get to keep your version forever if you want.
Or your server phones home for a license, but perhaps with an escrow license key if the company goes bankrupt and you have to pay subscription.
Either way, the business model is somewhat independent of the ejection mechanism.
The main thrust here is if you buy a “lifetime” license, it should be your lifetime, not the lifetime of the company that sold it to you.