> as running "random" software that has little to no boundaries, no verification or similar shouldn't be a thing

Would you class all locally running software this way, and all remotely running software the inverse?

Most software we install locally is at least distributed via a trusted party (App Store, Play Store, Linux package repos, etc) and have a valid signatur (Desktop & Mobile) or are contained in some way (containers, browser extensions, etc..).

In the case of MCP, remote servers at least protect you from local file leakages.