As the privites Keys are yours and they are on your computer used to access the remote server, why not? ( you dont send your keys over the network)
So, if you have a full client then you see the whole blockchain and can harvest locally.
If you have a lightweight client then you don't see the whole blockchain and can harvest only by signing data received from remote server(s).
And now imagine that network is sybil-attacked and the attacker can trick you into harvesting on a fork...
I can't recognize anything dangerouse.
A "lightweight" client is nothing else than NCC connecting to any NIS (not running locally on your machine, but somewhere else). So you do see the whole blockchain, just with the eyes of another node. You don't have to trust that node, because you don't send him a private key with funds, but just a private key with the importance score of your account with funds. The harvested fees are still not at risk, because they are sent to the "original" account with funds directly.