Exactly this. The black box in this case is a problem because it's not in my computer. It transfers the users data to an external entity that can use this data to train it's model or sell it.

Not everyone uses their browser just to surf social media, some people use it for creating things, log in to walled gardens to work creatively. They do not want to send this data to an AI company to train on, to make themselves redundant.

Discussing the inner workings of an AI isn't helping, this is not what most people really worry about. Most people don't know how any of it works but they do notice that people get fired because the AI can do their job.