I don't think we know either way, but we do know at one point Anthropic would silently sabotage requests, Stuxnet style:

https://simonwillison.net/2026/Jun/10/if-claude-fable-stops-...

I can imagine if the US were already doing that as a safeguard, they would assume their "adversaries" (to use Anthropic language) were doing the same as well, whether that were true or not, and therefore would not trust those models even if locally hosted.