The point of ssh-agent is to use the private key to authenticate yourself.

If you forward it to a remote host, you are granting access to the remote to do that (i.e., the remote can authenticate as you), thus, you must trust the remote.

From the docs,

Agent forwarding should be enabled with caution. Users with the ability to bypass file permissions on the remote host (for the agent's UNIX-domain socket) can access the local agent through the forwarded connection. An attacker cannot obtain key material from the agent, however they can perform operations on the keys that enable them to authenticate using the identities loaded into the agent. A safer alternative may be to use a jump host (see -J).