The Polynomial Freiman-Ruzsa conjecture is one of the central open problems in additive combinatorics. If true, it would give tight quantitative bounds relating combinatorial and algebraic notions of approximate subgroups. In this note, we restrict our attention to subsets of Euclidean space. In this regime, the original conjecture considers approximate algebraic subgroups as the set of lattice points in a convex body. Green asked in 2007 whether this can be simplified to a generalized arithmetic progression, while not losing more than a polynomial factor in the underlying parameters. We give a negative answer to this question, based on a recent reverse Minkowski theorem combined with estimates for random lattices.