They could do lots of things:

- Keylogging

- Manipulate USB Power negotiation to cook your hardware

- Sniff traffic from other USB devices on the same internal hub.

- Log your location

- Log screen lock/unlock times/habits via voltage draw and permitted device type enumeration

- Install malware via keyboard emulation

- Sound exfiltration by emulating USB speakers

- Screenshot by emulating a USB/thunderbolt external monitor

- Mouse movement/click injection to prevent screen locking

- Exfiltrate data to hidden internal flash memory