how risky is it to use a dock station ( anker, ugreen…etc) compared to plugging directly to the computer itself ? they don’t require you to install drivers or special software , can the dock log or have access to the internet especially if you have ethernet connection with the dock itself.
the risk isn’t zero, but if you’re sticking to reputable, widely known and used brands, you probably don’t have to account for this as a risk
consider also that with TLS being a thing, it makes packet capture more noticeable (i.e., to get the really juicy stuff, you’d need to trick the system into trusting a dodgy root CA for decryption)
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I feel like this would only be realistic in a super targeted attack. Otherwise you’re adding a bunch of costly hardware and engineering to manage logging and sending this data just to hopefully sell to a user valuable enough to recoup this cost? That or the user pays for this up front which means way less people would buy it. Most attackers would get a way better ROI by just sending thousands of phishing emails 
If you buy from a reputable brand, then there is nothing to worry about.
I lost trust in Anker after this: Anker finally comes clean about its Eufy security cameras - The Verge
You certainly don’t have to give them your money after that controversy, but I don’t think anyone with an Anker dock has to worry about actively adversarial hardware being part of it.