Why does drush rsync require a local site?
Drush just performs the following in commands/core/rsync.core.inc:

$exec = "rsync -e 'ssh $ssh_options' $options $source $destination";


This isn't compatible with rsync daemons, as stated in the rsync manual:


  you must not specify the --rsh (-e) option.


Now, if you want to use drush to rsync between two remote environments, you'll need to install Drush on the source, then:

drush rsync @remote.source @remote.target