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They say it's based on Chromium so it could be it's accesing your Chrome/Chromium history?

Will wait for the Mac version and Little Snitch will do the blocking! Always trust the little snitch!

Same. I may actually download this and do exactly that!

"Hands Off!" is also worth a look too. Fairly comparable to to Little Snitch but can also does file access.

I think it's because of the internet explorer history he may import its file history and made u think that it's storing or recording your files. just clear ur browsing history the first time and everything will be good,I think :)