Download all messages/photos from iCloud to iPhone, then delete all from iCloud

Here's the scoop in a nutshell:

1. I'm getting messages that my iCloud storage is almost full.
2. I don't want any data in iCloud, except maybe phone Backups.
3. I don't want to purchase extra storage on iCloud.
4. To achieve this, I want Messages, Photos, etc. ALL on my Phone and NOT in iCloud, where I can manage my old messages and whatnot from my phone.

Therefore I want to download them from iCloud onto my iPhone. But when I research this, the only thing I read about it tells me to turn off iCloud, then if I delete the data from iCloud, it will delete it from ALL of my devices!

Why isn't there an option to just do what I said:

Download all pertinent data to iPhone, delete that data from iCloud, then turn off syncing to iCloud? This sounds suspiciously like some kind of Catch-22 to make me HAVE to keep my data in iCloud.