Worse than printing somewhere remote, many of those are probably also scanners. If the original is left on the glass (I forget it all the time), an attacker could scan it remotely.
Some scanners (and printers, for that matter) store cached copies of recently scanned/printed items. Probably you could grab those if you knew what you were doing.
That's a very bad idea, you should call your lawyer/a law firm to prepare for the impending deluge of threatening letters and lawsuits filed against you.
These sorts of interfaces are often connected to fileshares, so there's probably a route in there for a cracker. Also it may be possible to upload firmware - either corrupted firmware that bricks the printer or firmware that sends copies of all printed docs to a file store.