That’s why you get them from official and trusted sources, like FitGirl, LinuxRuleZ, etc., and/or run them in a virtual machine or sandbox. Any media besides text files has the potential to contain malware that can run when the media is loaded.

• Pixel perfect Ghostpulse malware loader hides inside PNG image files
• Hackers Use Image-Based Malware and GenAI to Evade Email Security
• VLC Media Player Allows Desktop Takeover Via Malicious Video Files

So really the only legit reason is “I want to police my people” and “I want my co workers to be policed.”

It’s also because of the sunk cost fallacy of their investments in the expensive office, which cannot be justified if people are not working there.