A secretly-IoT keyboard that shares your key presses and may "type" malicious stuff when you're not looking at it; the OS wouldn't be able to tell it's not you doing the typing. Not scary at all, no sir.
So long as it can simulate them, installing a keylogger that can read them too is a matter of a few seconds (to "type" a PowerShell script that will download and execute the desired payload).
I took GP to be speculating about a hypothetical secretly-IoT-keyboard, not the cable being discussed. Similar thoughts are explored in the comments on TFA.
You can do all of that without WiFi. How is an attacker with no vision of the screen any more useful than a script that can auto type a command to get remote access?
