Not any more dangerous than opening ports for any other service. There’s a modicum of risk involved for any open ports, including those used by VPNs.
That depends on if the airport adds another layer of network separation, I’ve never used one so I don’t know. If it does you’ll need to forward ports to the airport, then from there to the desktop.
Short answer: Yes, but possibly with extra setup.
Ok but for example when I have open SSH port 22, there is strong password + IP ban after 5 fails. What is Steam using for security?
Initial connection requires the code displayed on the host machine to be input on the client. Random arbitrary machines can’t just connect to it.