TL;DR: Yes, there are some risks.
The ereader could transmit a virus from the PC to another PC, if you plug it into another PC. It could receive an infected file from the PC, then reinfect the PC the next time you plug it in, even after you clean up the PC. Or a virus on the computer could damage the ereader somehow. I have never heard of any of these things happening so far. But it's only a matter of time; there is malware for platforms like iOS and Android already, so there's no reason to think ereaders are not also targets.
Theoretically, connecting any device to any other device always poses some risks. For example, the United States National Security Agency (NSA) has developed various tracking devices, keystroke loggers, and so on that can be hidden inside a an otherwise normal USB cablehidden inside an otherwise normal USB cable. Unless you build the computer, ereader, and cable from raw metals and plastics, wrote all of the software yourself, and so on, there are always unknown risks in using any electronic device. That's life, and you can't reinvent the wheel just so you can read a book, so the question is: what's the safest bet?
The safe bet here is: never plug any of your devices into a device you can't trust 100%. If you have control over the computer, disinfect it thoroughly with a good virus scanner before plugging in any other devices. If you don't control the computer and don't have confidence that the owner has a good antivirus scanner and maintains the computer properly, don't plug in your device.