All documents suddenly only stored in iCloud

Generally all my files are on folders in my desktop I have also enabled the option "sync Documents and Desktop" to iCloud drive in system settings since I have this laptop and they never had any cloud icon beside them.

So all the folders never had a cloud icon with them however since a week, more and more folders got the cloud with the downard arrow beside them. At first it was just one now almost all folders on my desktop have this icon, however I did not actively change anything. When I click on the folders and look at the items and subfolders however only random files have this icon and not all of them. As far as I understand this means that the individual items which have these arrow in my folders are now only stored on Cloud and not my laptop anymore - how did that just randomly and suddenly happen and why with just certain files inside the folder?

I moved from Austria to Denmark and since I live here it happened - could this maybe be an implication?

Thank you!!