It would come down to identifying what privileges that connection allows to do with with the target system of the connnection, or if the connection is used to retrieve data, what's the risks posed with giving a user access to reuse the connection.
For example, imagine you setup a connection to a 3rd party api, that either deleted or retrieved data. If you shared that connection with the user, then they could, in theory create their own Flow, or app, that calls these actions, so they could also delete a record or possibly retrieve the data and export it somewhere else (fortunately you can apply DLP policies to restrict this but generally better to give as little access as required)