Next we'll be seeing the message "Access to Notepad has been denied for security reasons"...
because you might just use it to edit a config file.
And in case you think it won't happen - for many years MS has recommended that developers use their compiled HTML format for online help files. A few months back we got a spate of calls from our networked clients saying they couldn't see any content in the online help any more - the index was there, but nothing in the right-hand pane except for a message that access had been blocked "to protect your computer". The reason - the help file was on the server, not the local client, and MS had found a bug in compiled HTML that allowed rogue code to be run. So instead of fixing the bug, they blocked access to chm content not on the local machine in their security update.
Even worse, the same thing happens if you open it from what appears to be a local drive but is in fact a locally mounted network share.
So instead of being efficient and having one help file in one place where everybody can get to it and it can be updated easily, we now have to make sure there's a copy on the user's local machine (and when users have roaming profiles that isn't always as easy as you'd think !).