I mean, theoretically sure there is a security risk. They could modify it physically or change the firmware on it (if applicable) to then become malicious and exploit your device.
Do you feel someone would attempt such a hack? Most of the commercially viable implementations of these are for law enforcement (like the GrayKey) and cost a lot of money for the hardware and each usage, and the ones we currently know about do not fit within a portable battery pack.
So since you asked a yes or no question, yes there is risk. But it’s highly unlikely. But you probably still shouldn’t let strangers use your electronics, especially unattended.