Possible? Probably - any vulnerability found in any app (especially apps with halfway decent permissions) could jeopardize your data.
Likely? Probably not. At least, not any more risky than any other app/game.
While Kodi can be used for illegal means (ie streaming copyrighted content), the app itself is legit, well built & frequently updated.
Not saying it cannot happen - but as far as 'sketchy' apps go, it's not exactly close to the top of the list.