Hello Nalarid,
You don't have to worry about it. Joomla is a secure solution and if your site is vulnerable to a remote file inclusion exploit, that won't be Joomla's fault, but some third party software. The software I'm selling is running on more than a thousand sites. So far no one has reported security issues.
This setting must be turned on, so that QuickSell can connect to PayPal and check if the payment is real and protect you against spoofed transactions. This makes it impossible for hackers to steal your file.