Not more than what local servers do. You don't seem to understand what MCP is. Regardless of whether the MCP "server" is local or remote, it is JUST a wrapper around APIs. It's basically a translation layer to make your APIs adhere to the MCP spec, that's it.
Whether that wrapper's code runs on your laptop or a remote server changes nothing in terms of data exfiltration capabilities. If anything, it would make it more secure to have a remote server since at least you'd have full control over the code that's calling your API.
Right but at least in the case of a local instance, the risk profile is shifted to the use of the computer. A less than ideal situation for sure, but on the other hand a user should be able to do just about anything they want to with hardware they own.
I'm talking about MCP servers that call 3rd party APIs, like your local MCP server calling the Jira instance of your company, the Google Maps API, etc.
Obviously local MCP servers make sense to interact with applications that you have installed locally, but that's by far not their only use.