Being connected to the Internet in-and-of-itself isn't a problem or something to worry about.
My main DAW is connected 24/7 (no A/V software, never infected)
Biggest risk is sending/receiving Email.
Another risk factor is surfing "unsavory" websites.
If you just go to audio specific websites for updates/authorization... and audio specific forums like this, you're not going to get infected.
Having an up-to-date backup image file (of the boot HD) is protection against many things (including malware).
If you have a lot of audio software/plugins installed:
With the amount of updates/authorizations/etc, you're almost forced to at least have temporary connectivity.
Some applications (like ProTools 2018 subscription) require Internet connection.