It is the other half of the question. Hotjar shows you what people did on a page. It does not report acquisition (no sources, no campaigns, no revenue attribution) so it has always been something you run alongside an analytics tool rather than instead of one. Skomi is both, which is one script, one bill and one place where "this campaign brought people who then rage-clicked the checkout" is a single question rather than two tools and a guess.
Recordings are priced as recordings, not as your whole plan. Hotjar's unit is the captured session, and its free tier is capped at 35 a day. Skomi meters heatmaps and recordings as credits from the same allowance your analytics uses, so recording a sample of traffic costs a share of one balance instead of a second subscription.
Nothing is stored on the visitor's device. Session recording normally requires it, and Hotjar's does. Skomi records with identity derived on the server from a secret replaced every day, so on the default setting there is no cookie, no local storage and no consent gate in front of your heatmaps.