risk to what ? you can probably clone the SIM (unless your carrier is aware that it's a "special" SIM, probably not) but then what ? you leave the car unconnect

risk to what ? you can probably clone the SIM (unless your carrier is aware that it's a "special" SIM, probably not) but then what ? you leave the car unconnected and that's it. You can't steal anything from it or the car itself.