Keyloggers, a common type of malware in cracked software, can record every keystroke you make, capturing your passwords, credit card numbers, and other login credentials. This information can be used for identity theft, draining your bank accounts, and committing fraud in your name.
Many players look for cracks assuming the game uses heavy Digital Rights Management (DRM) like mainstream AAA titles. The architecture of the game makes traditional "cracking" completely irrelevant.