Well yes, if you stick the AI in a safe, cut all network cables, and throw away the key and combination, it probably wouldn't be able to get out. But it wouldn't be very useful either.

The entire point of these thought experiments is that a sufficiently useful and smart AI (i.e. the kind of AI that we want to make) will eventually find a way to at least be able to communicate with someone that has the authority to allow it to interact with the outside world. I think that if you really think about it, there are few scenarios where this is not possible. I certainly can't think of any useful application of SAI that is also 100% effective at keeping it inside its box.

A good present-day analogy is computer security. Time and time again it has been proven that there is no simple silver bullet solution to the problem of balancing functionality and security - it requires expertise, constant maintenance, rigorous protocols, etc. And yet, hackers still manage to get through a lot of the time. It took a very long time for computer security to mature to the point where it is today where we can build reasonably (still not 100% of course), secure systems, and we're just battling regular humans with a grudge - nothing even close to the threat a SAI would present.