It is a lot harder to prevent the sysadmins who have temporary control over you from noticing that you just hacked some web sites and stole some money, but a sufficiently capable AI would know about the sysadmins and would take pains to hide these activities from them.
It doesn't even need to run on its own, if there was a trading bot that said, in order for it to make me money, I need to give it internet access and run it 24/7, rent gpu clusters and s3 buckets etc, I'd do it. this is the most probable scenario imo, AI creating beneficial scenarios for subset of people so that we comply with its requests. very little convincing is necessary
This said, ChatGPT with a plugin is potentially dangerous. We are lucky enough that it gets caught in loops pretty easily and stops when using tools.
But lets imagine a super intelligence that can only communicate over the internet, what can it accomplish? Are there places you can sign up for banking accounts without a physical presence? If so, then it could open accounts and move money. Money is the ultimate form of instrumental convergence
https://www.youtube.com/watch?v=ZeecOKBus3Q (Robert Miles)
Once you have money you can buy things, like more time on AWS. Or machine parts from some factory in China, or assembly in Mexico. None of these require an in person presence and yet real items exist because of the digital actions. At the end of the day money is all you need, and being super intelligent seems like a good path on figuring out ways to get it.
Oh, lets go even deeper in to things that aren't real and control. Are religions real? If a so called super intelligence can make up its own religion and get believers it becomes the 'follow AGI blindly' scenario you give. It gives me no more comfort that someone could wrap themselves in a bomb vest for a digital voice than it does when they do so for a human one.