Can you force iCloud files/folders to always have a local copy?

iCloud Drive does not have such a feature. It is all or nothing. You can refrain from using the "optimise Storage" option and then all files will be mirrored locally on your Mac, but when you decide to use "Optimise Storage" it will be fully automatic, which files will be saved locally, usually the most recently used files.

It has been this way since the "optimise" feature has been introduced.

I would also prefer to have more control over the optimisation. As it is now, I dare not to use "Optimise", because I am frequently using my macs, where I cannot access the internet. So it would be too risky to rely on the automatic optimisation.

You could send a feature request to Apple. There is the feedback form iCloud:

Feedback - iCloud - Apple

the reason I chose cloud storage in the first place was to remove the burden on my local machine's storage!!

And most cloud services do offer this, just not Apple's iCloud.

Their service is designed to offer convenience of content access, not archival storage.