Pffft. So tell me-- why when I browse a site in the "Internet-zone" and then print a table of links, does that function run in the 'Local Zone'?
I'll tell you why: because it has to. You can't access local devices in the Internet Zone. That's the point. Granular approaches would allow you to print without accidentally giving other permissions to something that shouldn't have them.
At the enterprise level, with something like NoScript, you can just allow entire domains, say intranet.example.com or whatever your organization uses.
Next thing you're gonna tell me is that you think Microsoft should do away with ACLs at the individual file level or even the directory because users are just too stupid to figure that out. They should just have "file zones" and people will just have to stick their files in the right zone. Pffft.