VMs are commonly set up so that the Guest OS doesn’t have access to the local drives of the Host computer other than a virtual disk image, or/and a user-defined list of folder(s) the Guest can access.
This provides a layer of isolation between the two OSs, as neither can communicate with each other, and the user would have to deliberately run code provided by one OS after copying it to a location accessible to the other.
Eli5: imagine trying to break out of jail when you’re walled in a small collection of rooms that you’re not allowed to leave
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