All except macOS let anything running as your uid read and write all of your user’s files.
This is how ransomware works.
It's much like an Android application, except it can feel a little kludgy because not every application seems to realize it's sandboxed. If you click save, silent failure because it didn't have write access there isn't very user friendly.
In my case, I either use apt (pipx for yt-dlp), or use a VM.
As an administrator, I'm constantly being asked by developers for sudo permission so they can "install dependencies" and my first answer is "install it in your home directory" sure it's a bit more complexity to set up your PATH and LD_LIBRARY_PATH but you're earning a six-figure salary, figure it out.