My favorite part is that injecting an attacker's code would not cause a security problem, because the platform is immune to side effects.
On the case of Dhall it's entirely safe, if you generalize it into a full OS equivalent system, you'd have to audit everything.
""That's a security vulnerability!", you protest. "You are ... literally ... injecting remote code into your program."
Playing the devil's advocate, I ask you what is wrong with remote code injection
"Well, for starters, if the URL is compromised the attacker can run arbitrary code like ..."
... reading and writing files? Dhall is totally pure and doesn't support any effects at all (besides heating up CPUs ).
This brings us full circle back to our original "