We perfectly understand your concern.
This is the same trust issue we all are facing daily with our IoT devices (printers, IP cam, smart devices, etc). Unfortunately we can only trust the manufacturers.
Connecting the device to your "guest" network (if available) can make you fell more comfortable.
In any case, keeping your network and your devices/computers updated and secure is the best thing you can do. This regardless of this ticker, especially if you are in the crypto-space. In this case an hardware wallet should be a "must have".