that requires connecting to the network.
as long as you use Ninty services, there's always a risk of getting banned.
(it is said if the server detects your Switch has CFW, ban.)
Personally, I've been going online on CFW Switch (have no piracy, no impossible themes, only use homebrew offline), but I understand that everyone has different risk tolerance. We don't work for Ninty, so have no concrete info regarding bans.