I have several and always have had. Almost never means GUI interaction. Anything you can control in any way, can be controlled by any other thing If you have a virus/keylogger/whatever, it is running at the same privilege level as you, so it can control your firewall as well as you can. Maybe even better because it is putting effort into it.
[Using a logically identical case] That is going to an extreme to try and prove an argument. It is nowhere near the same level of importance.
I am referring to knowing what you install on your NiT, and knowing where it came from. You can't be expected to know every line of code running, but you can be expected to know what you have installed, and know what level of trust you give that code.