Self signing the Priveleged Helper Tool is better than running as make debug exactly when it comes to security. But Dortania's version of OpenCore Legacy Patcher isn't built for this, while I already worked on this so you can self sign it instead of having no signature at all. They only documented if you don't have a paid Apple Developer account, you should run as make debug. This is not true at all and in my patcher I changed this behavior to be able to sign with self signed certificates and then everything is working fine.
And self signing the Priveleged Helper Tool doesn't require a paid Apple Developer account.