Now that we have the experimental zoneless change detection (will be stable in the future versions) and in the future signal-based change detection as the default behavior, and if you use the signals with OnPush you will benefit from this locality by default.
Currently to benefit from locality, yes, actions that trigger CD needs to be executed outside Angular. That means, for zone-based apps. it is not an improvement on a large scale, but for those cases where you control CD by yourself, notify Angular if smth happened outside of it.
To conclude: the purpose of the feature is the pave the way to a fine-grained CD that we will benefit when zoneless and signal based CD (or OnPush + Signal) are stable.