Sure, there might be a way to change your workflow and never ever open a secret file with those editors, but my point is that a software that sends your data without your consent, and without giving you the tools to audit it, is a no go for many companies, including mine.
So, for example, if your local `.env` is inadvertently sent to Cursor and it's persisted on their end (which you can't verify one way or the other), an attacker targeting Cursor's infrastructure could potentially compromise it.