Docker is a risk "out of the box". It requires root to run the daemon, and to use it you either need sudo or belong to the docker group which is equivalent to root access.

On their website they claim docker is "quite secure" if you "run your processes as non-privileged users inside the container", but I do not see how this would be the case given that breakouts happen all the time, AND again, it requires root to run, which gives me the opposite vibe of secure.

Docker is for convenience and it is a security risk.