There is a certain risk you have to take when you enter an area that is sparsely populated. Not only will there be barely anything around, but everything is less developed than something like a city. GPS signal may also be sparse, and navigating can be a pain.
The main danger, comes from other people. Despite being sparsely populated, the people you do run into may not be used to interacting with many people. If you start trouble with them, you will only lose as you’re in their territory. Chances are, the locals all know each other, and they will have each other’s backs.