I recall a (short) conversation with a colleague when I worked for an ISP in the noughties. She ran over to our cube, in a panic, saying she'd lost a business critical database on her PC. 'no you haven't' we said. "If it was business critical it would be on our SQL server, and we'd support it....'
Still, not as bad as the guy who was using Crystal Reports and trying to make an offline copy of our customer database from the AS/400 to his PC every night. Caught him out when he ordered (through a non IT slush budget) some SCSI disks and a controller card, and couldn't get them to work, and started asking how to make them work in a roundabout but not admitting anything kind of way.