With an EV, this isn't a concern. No tailpipe fumes or whatnot to worry about. Also, in pretty much any public space where you would park it (i.e., outside of your own garage), this isn't a concern either.

Can you give an example of a hazard? I genuinely can't think of one- at least on my car, when you remote start it is still locked so it's not like anyone can get in and drive it away (and even if someone breaks in I don't think it'll go into Drive without a key in the vehicle)

If the tailpipe is restricted (by snow, say), you're likely to damage the car. If it runs poorly when it starts, and it's unsupervised, it could result in damage that would have been avoided if you were present and shut it down in a reasonable amount of time.

If someone is working on the car (authorized or not), they may be injured if it starts without their knowledge.

If it's parked indoors, exhaust gasses are likely to build up, leading to a dangerous situation. If you have multiple drivers, maybe someone else moved it and you didn't know.

Ah gotcha, it sounds like most of those problems are limited to internal combustion engines

I'm OK with the risks in exchange for the convenience :)