These situations are not very likely but let's let the imagination go wild:
- A USB charger-looking device could, in addition to charging, perform malicious actions which involve being another USB device. For example, it may pretend to be a keyboard and enter commands without your knowledge.
- Also from what I can tell here after a brief reading: Intel exposes JTAG functionality over USB ports (https://global.ptsecurity.com/analytics/where-theres-a-jtag-...) and I would think a malicious USB device could freeze the CPU by making the CPU enter probe mode, then dump its RAM through JTAG commands, getting encryption keys and other data if it wanted. As far as transmitting that data: low power Android devices with cellular capability will definitely fit in a charger-looking device. (Heck, there are SD cards with Wi-Fi capability in them.) Hope no one opens it up though.
Why should I care?