AI runs our code, email, and sales, so why is nothing watching our own machines?

We've handed AI the keys to almost everything except the one device holding our passwords and files. The only "AI security" tools that exist ship your data to a cloud to analyze it. Genuine question for this community: would you actually run an AI security tool if it stayed 100% local and never uploaded anything? Or has antivirus burned everyone out for good?

Thanks!