However, I would like games to come with servers again so you can play games on your own terms
Please! Not just for anticheat reasons, but also for mods and keeping the game playable when the publishers decide it isn’t profitable.
The problem is that having an essential component of the game run on servers that only the publisher has access to is also a pretty effective way to do DRM, so they’ve got a pretty strong incentive not to do that. It’s a lot easier to ensure that someone paid for an account on publisher-run servers than that someone paid for a copy of the server and client binaries that they are in possession of.