What I was referring to is called a Bind Mount, where host directories are exposed to the docker container. You may be fine if it's an external hard drive. I use bind mounts because they're easier to back up, but I acknowledge they are less safe.
You may be perfectly fine as you are now. My (and others) suggestions are for added security. As it stands, if there's no target on your bind, the only bad traffic you'll get are from bots trying to pick away at your domain and sub domains. Generally they're not a problem. But being extra safe costs nothing but time.
No, you'll be fine. And some distros trivialize it. In my case I don't get as good of framerates as I would on Windows, so there are some issues due to Nvidia not providing open source drivers, but it still works with Linux.