Isn’t a file browser running locally, while Grok is running on someone else’s server?

The point is more that you should not blame the user (why didn't you set up sandbox instead of directly using the tool of big corp) if a tool does something unexpected. If your Dropbox client would suddenly just upload your home directory instead of it's folder you configured you'd also not blame the user that they use Dropbox, you'd blame Dropbox for not doing their job correctly or being user hostile.