Yes, MCP is a way to streamline giving LLMs ability to run arbitrary code on your machine, however indirectly. It's meant to be used on "your side of the airlock", where you trust the things that run. Obviously it's too powerful for it to be used with third-party tools you neither trust nor control; it's not that different than downloading random binaries from the Internet.
I suppose it's good to spell out the risks, but it doesn't make sense blaming MCP itself, because those risks are fundamental aspects of the features it provides.