WD Sync one-way only?

Yes it is useful. The program can connect through SFTP to do a sync (and use the SSH login for username/password). The user would of course have to enable FTP via the My Cloud Dashboard and configure their router/gateway to pass the FTP port (typically 21) through the firewall to the My Cloud. See this link: FreeFileSync Synchronize with SFTP

Alternatively if one is rolling their own VPN tunnel to their local network they can sync through the VPN tunnel.

A bit more on SFTP on the My Cloud and changing the SFTP login information at this link:

https://community.wd.com/t/sftp-setup/95350

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