I don't know if you know it but Microsoft is making a "new" ecosystem, Xbox One, Windows 8.x and Windows Phone 8.x, all woring togeter. All of them have a connection, Azure/the cloud, all of them needs the cloud to work.
In WP8.1 OneDrive is not only a service, OneDrive is a system service, it is the service where system backup is stored (your phone backup), where apps will save their data, that's why you can't sign out from the OneDrive app.
You can try with a third party app, that's the solution.