But if it is private you're going to have to unlock a port, let the service do its thing and then re-lock afterwards. If you forget the last step you are now more at risk than before.

Also, since the service does not advertise what IP it will be connecting from beforehand (presumably the host you complete that form on, but that's not a certainty, it's IP is 40.112.150.31, in an MS Azure block) you would open up access to the world in order to do this.