I assume it's more a part of explicitly programmed set of responses than it is a standard inference. But you're right that I should be cautious.
ChatGPT, for example, says it can retrieve URL contents (for RAG). When it does an inference it then shows a message indicating the retrieval is happening. In my very limited testing it has responded appropriately. Eg it can talk about what's on HN front page right now.
Similarly Claude.ai says it can't do such retrieval - except through API use? - and doesn't appear to do so either.
I've asked LLM systems "can you..." questions. I'm asking surely about their capability and allowed parameters of operation.
Apparently you think that means I'm brain damaged?