There is also the plaid api to gnucash [1], which should work with a lot more banks. Personally, I have not used any of these. My banks allow csv downloads, which works well enough for me. I wouldn't give my data to a 3rd party in any case.

[1] https://github.com/ebridges/plaid2qif

Every bank I've ever used has had functionality to do csv exports (or xlsx, for which I have a one-liner to convert to csv), which can trivially be imported into gnucash.

At least in the UK/EU, it seems to be a common feature.

That's true, I mean the automatic direct import though.

I wonder if there is a nice local browser automation tool one can use to do the download of the csv files directly from the bank.

2-factor authentication and session expiry makes it a pain in the neck

I used to have this problem, but then I found most banks offer free export to some file format - even those that charge for SW integration. You just have to dig around the site to find the feature.