I quite prefer saves being on the cartridge instead of saving on the console itself. I broke my previous 3DS, if the save files were on the console I'd have lost hours and hours of gaming, since they were on the cartridge though, I didn't lose anything.
It's not the movies or games downloads that I would worry about, like breaking into networks, downloading encrypted things, spying on network traffic. I have seen so many "Top Secret" seals on files when I was a kid
I was obsessed with finding UFOs, a surprising amount of US files where stashed on computers in other countries, China back in the early 90s omg sooo much