Browsers don’t make arbitrary requests. They open site you ask them too and follow links from that site are trusted. And also they put tremendous efforts to make it as safe as possible. And when some of the links leads to untrusted site its called XSS
As you said, clients should put users in control - I’m not against this feature, I’m just saying this feature must be implemented responsibly
If bob suddenly changes relay I want to know it. And if it happens he posts to nsa.gov from now on I want to be able to say bye ye Bob