I've seen so many people ask this question while looking at discussions about the Nintendo lawsuit. People are so used to everything being online, calling home constantly or streamed entirely that they don't even understand how files and programs on their own hard drives work 
i've hung around emulator forums since i was a pre-teen; these kinds of questions were always very common! Emulators in general are very complex programs, with lots of configurable bits. Tech neophytes are always gonna have questions about them.