For a few years, all jailbreaks required that you connect your iDevice to a computer, convince it that the computer can be trusted, and then running software on the computer which does exploit things. So yes, security exploits, but none that a hacker can do from a distance, and if you have a passcode, none that a hacker can do without your passcode. So basically, Apple should protect you from taking a gun and shooting yourself in the foot, but they don't.
In the past, there had been one jailbreak that worked by visiting a website, and that is obviously a very dangerous security hole and was fixed very quickly. So figuratively, that would be a stranger shooting you in the foot because you asked them, but that stranger could obviously shoot you if you don't ask to be shot as well.
