iCloud & Work + Personal Account
I do not connect my iCloud account to my work-assigned MacBook Pro. It is against company policy for starters (although not actually blocked) and risks intermingling my work and personal lives.
Sidecar is the only thing that is a non-starter without it, the rest are things that would simply be more convenient if you were signed in. If I needed Sidecar–or really wanted one of the other services, I probably would sign in, but turn off all services–especially iCloud Drive and Find my Mac.