Correct. There are several reasons but in general any kind of fetching has security issues. Be careful what you wish for.
If you believe that designs are secure then a fetch/evaluate could be performed. But there should be an option to 'believe'.
For those wondering what should be allowed. Create a project (with multiple source files or external formats), and drag-n-drop to the website. In this case, you control the content 100%.
https://openjscad.xyz/dokuwiki/doku.php?id=en:design_guide_anatomy