Sometimes they don't have to...
End users are notorious for making "human errors", being lazy, taking short cuts, being bought off/extorted, etc. All it takes is someone saying something in a public place where they are over heard, and they can be followed, researched on, and social engineered or forced to give up information. It's not just a work place thing. Think of the local bank robbery where they went to the bank manager's house and brought her to the bank to open the vault.
If someone wants the data bad enough, they will find a way to get it. Putting an isolated network inside a mountain where the end user works from a VDI and only has a mouse, keyboard, and monitor in front of them is a damn good start. But it won't always stop hiring someone with malicious intentions or people from monitoring vehicles and people coming in or leaving the area.
Just my $0.02 and probably worth less.