Is it safe to allow any podcasts to be added via a link?

Question

RSS

Hello!
Created a service for searching, listening and downloading podcasts. I make a request to the podcast directory, get rss links and then download the necessary files. However, users asked to implement the ability to add podcasts directly from the link, that is, not from the directory.
Therefore, the question arose whether there are podcasts, the distribution of which is illegal, because anyone can start distributing podcasts, and how safe is it to pass through your server?
Thank you!