The features for Mendix Runtime on-premise and in the cloud are excatly the same.
The point of the (Mendix) cloud is that the entire infrastructure is managed and maintained for you; on the other hand one might pick on premise if e.g. conditions may be in favour of on premise such as: regulatory requirements, certain issues with connectivity and speed, type of data you wish to store.
But in terms of functionality of the runtime, there are no differences
Customization customization customization. If support is a priority, I would recommend the Mendix owned servers