So when you decide to mitigate the risk by bringing it all in-house, you can't.
Not sure why that would be the case. You're still using git as your client for interfacing with github, so each developer should still have the entire source code history. If you want to re-centralize on-site, just have a dev pull the latest from github, add a new remote to the on-site server, and push. You can then delete your github repository, which is supposedly a permanent, non-reversible act.