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You're trying to use Linux like Windows. Linux has always used a single directory tree to access multiple files (and devices.) You're still looking at storage as separate entities.

As Neon says, once a file system is mounted to some place under "/", it's as good as local.

On the other hand, KDE has a much more liberal approach. With KIO slaves, any KDE application can access any storage protocol, so long as there's an IO slave module written for it.