You're absolutely correct, but lets see... Do I want 4 "holes" or 6?
Seriously. You can't argue "this is better than that" with this because IE is built in. Do you let users install MySQL and start hording data on their own computers? Can it be legit usage? Sure, but does it introduce more security holes to the system, on top of Access, which is already there? YES.
Firefox, OpenOffice, etc all have vulnerabilities, just like the MSFT side of things. Do you want some or a lot?
Give me a break.