Using Remote-SSH opens a connection between your local machine and the remote. Only use Remote-SSH to connect to secure remote machines that you trust and that are owned by a party whom you trust. A compromised remote could use the VS Code Remote connection to execute code on your local machine.

— https://marketplace.visualstudio.com/items?itemName=ms-vscod...

The issue is that the model can be the attacker, and use the link back to your host.