Assume we define the locality of a theory as following:
Asumme we have a theory of real scalars, so this theory is non local if the action has terms like
$$\int d^dx\phi(x)V(x-y)\phi(y)$$,
and if the action does not have such interaction terms that is a product of the fields at different positions, the action is local.
So given this definition of locality assume a local free theory in continuum as,
$$S_{cnt}=\int dx^d (\partial_\mu\phi)^2$$
and in the lattice formulation, it becomes,
$$S_{lat}\propto\sum_{n\mu} \phi(na)(\phi(na+\mu)+\phi(na-\mu)-2\phi(na))$$
so if lattice spacing $a\to 0$ lattice action would converge to continuum action.
My question is: Are the terms $\phi(na)\phi(na+\mu)$ breaks the locality, with respect to the definition I have just provided?