We discovered why this was happening.
We have overridden the severity of all sonar issues in our .editorconfig to separate some into warnings and some into errors (based on if they are security related or other categories).
We assumed that we could disable a rule in sonarcloud and it would stop tracking in the editorconfig overrides, but it turns out we first get the rules from cloud, then the editorconfig overrides are applied.
In turn, our pipelines pass with no issue, while our local IDEs scream about some disabled rules being broken.
This is just as an FYI in case anyone else discovers this at a later point.