Much like the good doctor needs to examine the patient before coming to a diagnosis and very much like a detective that needs sufficient clues to nail the victim, it is important for us to go through your files to come to a correct conclusion on solving the issue at hand.
It is possible that sometimes, the issue that you are facing has everything to do with your code, and nothing to do with the software in particular. Many times, it helps us improve the software after we have researched a particular bug that you have reported.
And yes, the files that you send us are not shared with anyone inside Adobe or outside of it except for the primary people involved in troubleshooting the problem.
For websites, you could stage your content on to to a staging server and share the link with us. The log in credentials that you provide us will be treated with utmost secrecy.