Like the other commenter said, typically websites are less locked down.
It's simpler to sandbox the browser and prevent unauthorized software from running than to block out most of the Internet and deal with complaints all day about the web restrictions
I also use aYubiKey in VaultWarden but the key is not used to generate the encryption keys, only the master password is, so you don't get that added security and benefit of the encryption keys rotating every time you save the DB.
I've had some trouble with NextCloud as well. For me it just feels sluggish and bloated.
Someone in another thread here said "NextCloud can do everything, but it doesn't do anything particularly well" and that seems to mirror my experience with it for the most part.
Of all the self-hosted containers I've set up NextCloud gave me the most trouble
KeePass doesn't use the cloud, you don't have to worry about the server getting compromised or going down because there's nothing public-facing to hack. You always know where your password database is.
KeePass lets you encrypt the database with not only the master password but also using the challenge-response from a YubiKey. That means every time you save your DB the encryption key is rotated and the DB is actually encrypted by two authentication factors.
While both can add custom fields to an entry, I like that KeePass has the option to set fields as protected so their contents are hidden like the passwords.
Things I like better about VaultWarden:
Convenience.
You can log in to your VaultWarden account on any device from the browser. KeePass requires some software to access the DB.
The VaultWarden companion software is just better. It just does autofill better. KeePassXC/DX work well but just not as well as the BitWarden software.
Other thoughts:
Syncing passwords between devices with KeePass requires 3rd party software like SyncThing. If you break/lose/etc your VaultWarden server you could lose all your passwords with it.
Relatable.
Except it's missing:
5b. Try 100 different things, none of which fix it and several of which will create other problems later