A secretly-IoT keyboard that shares your key presses and may "type" malicious stuff when you're not looking at it; the OS wouldn't be able to tell it's not you doing the typing. Not scary at all, no sir.
So long as it can simulate them, installing a keylogger that can read them too is a matter of a few seconds (to "type" a PowerShell script that will download and execute the desired payload).
Hid usually ok with systems and hence a wireless mouse and keyboard pretended.
A windows hack may be - The “mouse” would ask to move to leftmost bottom corner then click. Type searching terms like Cmd<r>. Then if can get hold of the windows one is in ...
I took GP to be speculating about a hypothetical secretly-IoT-keyboard, not the cable being discussed. Similar thoughts are explored in the comments on TFA.