While raw PKG files hosted on official Sony servers are safe, downloading modified PKGs or homebrew from unverified, sketchy third-party sites can expose your console to malware, potentially corrupting your system data or causing a "brick" (rendering the console useless).
Let’s break down the keyword into components: https psndlnet packages
Using this site to download content you already own digitally is generally considered a form of personal backup. While raw PKG files hosted on official Sony