The problem with NFTs

I just read this article from the verge:

https://www.theverge.com/2021/3/25/22349242/nft-metadata-explained-art-crypto-urls-links-ipfs

I was surprised that the data isn't wasn't stored on the blockchain itself but somewhere else.
The NFT is actually linked to an URL so the tied ressource can be modified, not found or censored.
In that specific case NFT loose all all its meaning for me.

Is there a way to really tore the data on the blockchain ? If yes, is there already services allowing that ?
If so, I suppose gas fees will be insane. Maybe better after 2.0