Try connecting to a WebDAV server on File. It's possible but it's shitty. And try using Syncthing on iOS to keep your files synced across devices without having them uploaded to servers you don't control.

Also, on Android, you can choose any file explorer. You're stuck with Files and it sucks (but it looks nice).

The difference is that the Files app works with third party cloud storage providers.

I don’t have one of those! I do have an SMB share mounted that I’m currently playing music from, though, and it’s working perfectly fine.