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.
basically with delegated harvesting a person is making a delegated private key/account. you can give that private key/account to any node, even a very bad one because there is not any real XEM on that account, just some delegated PoI. The NIS node with a full blockchain can then harvest on behalf of that account. Any and all fees will go to the original account. so even if it is a malicious node the person that requested that the bad node harvest will be like "oh thanks for doing all that work for me and sending the profits to my real account"