It is possible for anybody to copy the mdf and ldf files of a database, copy it on another machine and have complete access over it
If users have access to the server such that they can shut SQL down and copy the database files off, then you have a far bigger problem than database security.
How to overcome it is simple. Secure the server. Ensure that only those who need access to the server (probably just the server admins) have access.
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