The concern is that your device could start serving a different task without you knowing. It might end up being used to help mask hijacked Azure accounts for instance.
The biggest thing I can recommend is least privilege and defense in depth. You want your setup to be compartmentalized as much as possible and you should aim for minimal permissions. The idea is that even if a security hole is exploited the blast radius is limited.
You are probably fine. It is just something to keep in mind.
Get a old workstation off of eBay and then modify it to add the stuff you need.
Highly flexible and cheap