You can do whatever you want in your theme.

It's just uploading SVG via media uploader that's the problem.

https://twitter.com/bruno_crosier/status/992089779528384513

You can enable it pretty easily. Plugin options or your own function.

What are the dangers?

Classic security overview (executing JS)

What if you need to include from page/post?

https://gist.github.com/germanny/9420496