The underlying problem is they are asking you to trust Drata implicitly, sight-unseen, and give them unfettered access to their laptop. There is nothing preventing Drata from changing their minds and altering how their agent works or what it collects.
Then there's the unintentional aspect. There is, of course, no guarantee their agent is bug-free. Data leaks and compromises happen all the time, by every facet of company (large, small, respected, hated, etc).
This is really a huge risk IMO. If anything, it's being downplayed and far from "nonsense".