A malicious SCP server can send unexpected paths that could make the client application override local files outside of working directory. This could be misused to create malicious executable or configuration files and make the user execute them under specific consequences.
This is the same issue as in OpenSSH, tracked as CVE-2019-6111.
Exploitability
AV:NAC:HPR:NUI:RScope
S:UImpact
C:LI:LA:L5/CVSS:3.0/AV:N/AC:H/PR:N/UI:R/S:U/C:L/I:L/A:LInput Validation