Untrusted content + exfiltration with no "private" data could still result in (off the top of my head): -use of exploits to gain access (i.e. privilege escalation) -DDOS to local or external systems using the exfiltration method

You're essentially running untrusted code on a local system. Are you SURE you've locked away / closed EVERY access point, AND applied every patch and there aren't any zero-days lurking somewhere in your system?