I realized this is not entirely obvious from the documentation.
When I search for something in the Dash, a UUID and a search phrase is sent to productsearch.ubuntu.com, providing the Smart Scopes service. If I then act upon one of these results, then that is reported along with the UUID. This is fine.
However, what if this search results in a local file and I click to open this file. Is that action too sent to the Smart Scopes server, or does that only apply to results that actually came from the Smart Scopes server?