Many known and unknown viruses can spread over networks and USB sticks too, and more than likely any other method of transferring data from A to B
That works the other way around too, and apparently Armory creators/users don't consider it a big problems since they use USB to communicate between the offline and online computers.
They could just delete your wallet, or save your wallet, delete it and then that would force you to connect online to get recover it using the deterministic wallet.
If one has a paper backup then there's no such risk is there? If the offline wallet gets compromised, then format the HD, do a clean install and recover coins with backup.
It can corrupt your data, backups... maybe sign some transaction you didn't made yourself and there goes your BTCs
This signing sounds like a real threat. Can this really happen?