global shields are applied to local files

[btlechowski]

Steps to Reproduce

1. Open brave://settings/?search=Script+blocking
2. Turn Script Blocking on
3. Open(CTRL+O) this file: test_block_script.zip

Actual result:

Page shows FAIL
Script was blocked
Global shield setting are not applied to local files

Expected result:

Page shows PASS
Script was not blocked
Global shield setting should not apply to local files

Reproduces how often:

easily reproduced

Brave version (brave://version info)

Brave	0.59.31 Chromium: 72.0.3626.71 (Official Build) (64-bit)
Revision	f52ccad2a6a3c65fc9e0c591a517ceab1198dac0-refs/branch-heads/3626@{#763}
OS	Windows 7

Brave	0.59.31 Chromium: 72.0.3626.71 (Official Build) (64-bit)
Revision	f52ccad2a6a3c65fc9e0c591a517ceab1198dac0-refs/branch-heads/3626@{#763}
OS	Linux

Brave	0.60.17 Chromium: 72.0.3626.64 (Official Build) dev (64-bit)
Revision	eaa9668e80ce5405e7f1902579558ea725c06ca1-refs/branch-heads/3626@{#708}
OS	Windows 7

cc @brave/legacy_qa @tomlowenthal

[tildelowengrimm]

Global shields settings are supposed to apply to the file:// protocol as well as the regular web.