It depends what level of security you need. My runner doesn't have root access and it talks to the nix-daemon on the host to do the building, so theoretically everything is safe.

Of course the attack surface is quite large, so I wouldn't expose this to the public. But using this for my repos and trusted developers is fine with me. It is basically impossible to accidentally do harm. Also note that GitLab forks and Merge Requests from forks run in the author's repo, so they won't use your runners. So it is only people with push access that will use them.