It depends on what you’re using it for. If you stick to legal add-ons that access legal materials, you won’t be running the risk of being cited for accessing copyrighted materials. However, you are depending on the developer of any add-on to know exactly what are and are not legally accessible materials.
Plus, security is an issue when using third-party add-ons. There is no way to know if a developer has either inadvertently or on purpose, left open security holes that could allow hackers to monitor your online streaming activity.
Also, without a VPN, your ISP can monitor all your Kodi-related online activities, and throttle or block your connection if they decide you are streaming from “unapproved” sources.