I take issue with the statement that TC means that something could "do anything". It means it can theoretically compute anything, but Turing completeness does not in itself give access to any additional resources; being TC does not magically allow something to talk to internet or write to disk or spawn new processes, or possibly not even allocate new memory. Computers do so much more than just compute; TC might be the first step towards being able to "do anything" but it certainly is not the final step.
From security point of view, what TC can (but not necessarily!) is open the host to denial of service by excessive resource consumption, or by non-terminating program. But as another comment noted, also non-TC systems can consume impractically large amounts of resources even if their resource consumption is not theoretically unbounded (as it is afaik with Turing machines).