Unless you're working for a defense contractor, in which case they aren't letting you WFH in the first place, foreign governments do not give a shit about your 'insider knowledge'
OK, let me rephrase: as a senior manager within the broadly-defined technology security function of a large US company (that is not a defense contractor), I care, as does our board of directors.
I don't think it's that. Supposing an employee had access to approve and pay invoices for a US company, and then moved to a country that had no extradition treaty with the US.
I wouldn't be surprised if there were worries about someone working from a sanctioned country as well. Would paying their wages break sanctions?