I mean not necessarily, although it stops data access to your computer you're still powering a device close to your computer which could have sniffer/camera/microphone
Best to open it up for inspection, then destroy it. There's not a lot of room inside the body, by the looks of it, but there could still be plenty of fun stuff hidden in there anyway.
Thinking logically though: due to the public nature of the release, it might actually just be a fan..