Path integrals and the Wilsonian renormalization group provide two complementary computational tools for investigating continuum approaches to quantum gravity. The starting points of these constructions utilize a bare action and a fixed point of the renormalization group flow, respectively. While it is clear that there should be a connection between these ingredients, their relation is far from trivial. This results in the so-called reconstruction problem. In this work, we demonstrate that the map between these two formulations does not generate non-localities at quadratic order in the background curvature. At this level, the bare action in the path integral and the fixed-point action obtained from the Wilsonian renormalization group differ by local terms only. This conclusion does not apply to theories coming with a physical ultraviolet cutoff or a fundamental non-locality scale.