With NFTs it's just like getting rid of the "shackles" of a government-controlled fiat currency: you no longer can rely on the guns and legal system of that country to enforce any sort of exclusivity.
The extent that you can or cannot trust the guns and legal system of your country is utterly unchanged. They, for any value of “they”, can still roll up to your door, point a gun at you, and order you to do stuff with your tokens. If “they” have legal powers, sucks to be you; if “they” are criminals, you have the same opportunities as before to use the law to recover your assets.