Are Embedded reports a security risk?

Hi,

we have working PBI Embedded reports in our customer user portal, with Snowflake as their data source.

Our Head of IT, who knows very little about PowerBI, is however very concerned about the security risk, in particular compared to using our Postgres prod db as the data source. As far as I've been told it is because of more "thorough"(??) authentication and "because the data can only be accessed from our local network". 

Is he correct? Are Embedded reports inherently risky, or is Postgres much safer than Snowflake?

Really hoping that someone with experience can point me in the right direction here!

Many thanks!