A native app would also allow you to access different market segments. E.g., I work with a fair amount of DOD-controlled information, and storing it in a cloud is not an option. I'd be all over an app like this that allowed us to use local storage.

Have a look at diagrams.net, you can run it locally, and there are quite a few interactive elements (panels you can close and this kind of stuff).

Having used Visio and Diagrams.net, Visio really is the least productive one. Constantly fighting with the unpleasantness of applying little tweaks made it my 3rd choice. 1) Diagrams.net 2) PlantUML 3) Visio

What size of company and what industry do you work in out of interest?

I work as an architect for a consulting and off-shoring megacorp. I mainly work for European clients in the oil and gas sector, but recently have worked in finance too. I find Visio (or any visual diagram tool) useful for hacking together a diagram collaboratively.

I also have a side business (me and a co-founder), and I'm planning on making the plunge and going full-time on it in the next few months - there too I've used Visio, because it's what I'm used to, and I get a license with our Microsoft Action Pack subscription. Here though, I'd probably prefer to move to a declarative model, like PlantUML (I only recently found out it works with icon sets, so can do things like nice architecture diagrams too).

I'd love to be able to export to a vector format - something I can load into another diagram tool. Not sure of the Visio format is open and documented, but being able to export to Visio would set my mind completely at ease.

Aside from that, I'd echo what a couple of others here have said about having a desktop app version, which would work with local, rather than cloud storage - I generally prefer to have full control over my data and how it is managed. I personally wouldn't mind an Electron app (presumably a native app is going to be a lot of work).

I look forward to trying it!

The visio format is basically zipped xml, and its extensively documented by Microsoft.