The sources are public lists on the internet and the result is a combined file you click to download, none of this requires the agent even run on your PC if you

The sources are public lists on the internet and the result is a combined file you click to download, none of this requires the agent even run on your PC if you don't trust your sandboxes - you can hope the agent deletes OpenAI's cloud instead (even though that's never happened with a billion weekly users).