do they not feel weird having a company keep their files on some drive they’ll never see?

It’s not just some drive, it’s one drive!

do they even know this is what’s happening?

Take a wild guess…

Your average pc/tech user is so far removed from having or needing any tech knowledge. Convenience is everything. As long as it works, who cares how it works… and that’s how we ended up with basically everyone walking around with devices in our pockets that can track our location in real time, have microphones which are always on and listening, with cameras that point directly at our faces when we use said devices.