yes you are correct to asume that the game is not serversave, if you bought a licensed game and this game developer wanted to screw its user base they could easily install a trojan on your computer, also if you are afraid of some other user hosting the server where you connect and sending you trojan that is also posible, since the client you are using could have bugs that were not discoreved by the devoloper and hackers could use this if they wanted, but why bother, user base would probably be too small and not worth the time etc ;) they can use other means and spread the virus or trojan much more quickly