Pretty much any Garmin device does exactly what you're looking for. All of the activity data on my fēnix 5 / VA HR is visible when I plug in via USB. The data is encoded in the FIT file format, which has a public SDK [1] (you do need to accept a license agreement to view it, though, if that matters). There are wrappers for most languages and if you want to just translate the data to CSV, there are pre-made tools to d…
I don't think the watch ever needs to connect to anything in order to set it up, it can all be done on the watch (though Garmin Connect will make it easier). I do know that once it's set up, you can just turn the radio transmitters off and work through USB.