"GC support" means being able to integrate with JS's GC, basically, so that your language's wasm runtime could use it instead of your own, saving bytes.
The GHC runtime (that is huge) isn't much larger than a web font. It is not much out the range of the JS libraries out there.
What kind of issues are you thinking about? Multithreading is not easy but your typical race conditions and multi threaded problems aren't really opening doors to any new security exploits.
Browsers and WASM have quite decent sandboxing to mitigate security issues. There's WebWorkers already which brings a limited form of threads to the browser.
I'm not seeing a problem with multiple threads in a browser.
The VM should be sandboxing the pages from each other, so those are potential security threats against targets on the same pages only. Not something to be too concerned about.
But DOM interop is needed. Can't wait to get my fingers on the DOM via native C code :)
[0]: https://github.com/WebAssembly/design/issues/1079
edit: Scratch all of that above. I stand corrected. Here's the DOM proposal: https://github.com/WebAssembly/host-bindings/
You could simply compile (relevant parts of) Firefox or Chromium to WASM :)