They can (and will) ban you from online services (the console, not the account). No, they won't brick your console remotely (blown out of proportion from a sentence in the EULA that's there since the Wii days and other vendors also have it)
That’s a very expensive bet against a very wealthy company with the EULA-backed legal right, until a court declares otherwise, to permanently destroy a device at will for jailbreaking. I hope it pans out for you!