We've intentionally chosen not to build a data upload API. No matter how much time we spent building it, it would never be as flexible, simple, or have as much language support as the databases you're already using. If you want an isolated warehouse to put your data, simply launch another database instance or add an additional table to your existing database to store the information.
Data stored in your own database will be easier to create, manage and ultimately be kept more secure than a 3rd party API. You are likely quite used to writing data to a specific type of database already. We'd rather you continue doing more of what you know rather than learn a new system that we'd create.