Not an odd request at all!
These days it does seem that the preference is to go with ProresRAW or BRAW in order to get file sizes under control though, and after looking at the Sigma FP I can understand this trend because WOW, those data rates are just stratospheric!
One thing I'd dearly love for the manufacturers to offer is downsampled Cinema DNGs. So, if you had a 6K sensor then you could choose 4K, 3K, 2.5K 2K, 1080p resolutions that were still the full sensor width. This gives much of the benefits of both worlds.
Are you talking about internal storage like a small internal SSD inside the camera? I have definitely noticed that many cameras record externally to SSD at much higher data rates than their card slots are able to muster.
Perhaps, and I know I'm being optimistic now, an open standard might emerge where NVME shaped SSDs in a slimline hard-case could be used as removable media via a slot. Any camera that supported it would have the benefit of not requiring a fragile lump+cable to be attached, but the user would get the benefit of a fast drive.