There is this warning next to some applications in Ubuntu Software (I'm using Ubuntu 18.04 LTS).
What does it mean?
Should I avoid installing them? There is a red exclamation mark next to it, which is disturbing me ;)
If it is a well known software, it's perfectly OK to install. However, software often has bugs, which either good hackers or bad hackers can discover. In the later case, unconfined app means there is a chance that software that is exploited by malicious attacker will give them access to more than just confined environment, including system and files.
It's worth mentioning that some of the applications have access to X11 server, which is your standard GUI on Linux, which is inherently not a very secure. Application that is compromised, then, will have access to X11 resources, including among other things, the clipboard, and that could give access to the attacker to number of exploits. This doesn't mean that either application is bad or X11 itself are bad, or their interaction is bad. It's merely an acknowledgement of the greater attack surface given to malicious actors.
In other words, it's just a warning or disclaimer. It doesn't mean the software itself is inherently bad/broken/malicious.