Renovate is indeed AGPL, but if you're just running it as a CLI, do you think there's anything to "watch out for"? It does not make any project you run it against AGPL, that's for sure.
Also you should be aware that dependabot-core, which dependabot-gitlab wraps, is not technically Open Source at all: https://github.com/dependabot/dependabot-core/blob/main/LICE... Wrapping a non-open source project in another project which claims to be MIT licensed does not change the underlying license. I'm not a lawyer but question the validity of them doing this without larger disclaimers.
However, I think that it's likely not something to "watch out for" either. Likely both licensing approaches were intended as a way to forbid or discourage competing services and each project welcomes people self-hosting.
In short I don't think that the license of Renovate or Dependabot is likely material for anyone planning to run it for themselves.