I'd argue the reverse is true. On your local system, which only need to operate when a named user with a (hopefully) strong password is present, you can encrypt the secrets with the user's login password and the OS can verify that it's handing the secret out to the correct binary before doing so. The binary can also take steps to verify that it is being called directly from a user interaction and not from a build script of some random package.

The extent to which any of this is actually implemented varies wildly between different OSes, ecosystems and tools. On macOS, docker desktop does quite well here. There's also an app called Secretive which does even better for SSH keys - generating a non-exportable key in the CPU's secure enclave. It can even optionally prompt for login password or fingerprint before allowing the key to be used. It's practically almost as secure as using a separate hardware token for SSH but significantly more convenient.

In contrast, most of the time the only thing protecting the keys in your CI vault from being exfiltrated is that the malware needs to know the specific name / API call / whatever to read them. Plenty of CI systems you don't even need that, because the build script that uses the secrets will read them into environment variables before starting the build proper.