I've had Opus refuse to do work due to cybersecurity concerns as well. Quite frustrating when you're trying to fix an exploit--as soon as it reads the bad code, it just shuts down! I ended up cutting out more and more bits of the code until eventually Opus relented.
Asking them what they think is happening is actually not reliable, though? They don't always know how they came to a conclusion after the fact. It is probable that it's roughly similar to the path they took to get there, since it's the same weights, but it's not certain. And, if you make it standard practice to always collect that data (e.g. if you have an automated tool to ask the model to explain itself after every action to log it), it seems like you might find yourself being blocked for violating terms of service. It looks like "distilling".
In short, there are workarounds, but they're not guaranteed to work forever and they're likely to bump into terms of service.