Anything that tries to get them to understand the risks they are taking or the sensitivity of the data, much less de-risk their workflows, is treated as an obstacle to be routed around. Often, the best I can hope for is a token effort at negotiation where their goal will be to avoid any and all changes on their part. After which I will have to monitor them carefully, because from experience the odds of them backsliding within a week are uncomfortably high.
Nothing about this is conducive to producing a healthy environment. When people's idea of "easy" is they can download the company's most sensitive data to their laptop to load into Jupyter, any amount of security controls will come as an imposition.