The risk is far, far lower than browsing the internet. Unlike the massive surface of a browser and all the libraries and processes it is comprised of, the OpenSSH client is a tiny, with a singular purpose, contained in a small and very well-vetted codebase.
From the perspective of connecting to a foreign network service, the OpenSSH client is about the safest thing you can possibly use. Note the use of relative words here - not claiming it is 100% bug-free.
(The main caveat is that you can manually configure the client to do unsafe things, like writing a configuration by hand that enables X forwarding or agent forwarding by default for any host - but you can also actively disable sandboxing in your web browser or run everything as root, and we will never be able to stop you from actively making things insecure.)