Very true. I was thinking more on the lines of an MMORPG. Wouldn't want anyone replacing the smoke grenade sprite with an empty one in a game like CS:GO or CoD.
Multiplayer games will end up checking these files as well, as it is trivial to modify these resources to gain a competitive advantage.
I believe once heard of a game where the players would lower the graphics setting to a minimum since cloaks/smoke grenades at low quality settings affected visibility less than at higher quality. That sounds like a hard nut to crack : /