There are still non-web applications, so no, that's not a third party. If I save my credentials in Mutt/Pine it's more secure than entering them in the browser

There are still non-web applications, so no, that's not a third party. If I save my credentials in Mutt/Pine it's more secure than entering them in the browser - much less attack surface, and not more third party than a browser. There are some benefits to having a token like in oauth, for example simple way to revoke some sessions access, but it's a tradeoff, not black and white.