No you can’t run arbitrary queries that bring my server to a halt. No I’m not going to give to access to my API only for you to blast my system with some python script during peak hours when you can just extract the data in CSV and use a real data analysis tool. No I won’t support your shadow IT Access DB that you created because you refuse to pay for a sql server with enterprise grade storage and redundancy.
These are things that have happened to me and I can’t imagine being in security and having to deal with people installing whatever they want.
The reason IT (including security) say no is because we have been burnt before and are left alone when someone fucks things up.