There isn't any security issue with port forwarding, as long as Transmission is the only thing that listens on that port.
That being said though, there is a potential security hazard to using UPnP, which is why by default, it is disabled on all of my networks. In theory, malware can get in and inject itself into your system with UPnP, thus allowing an intruder to be able to potentially compromise your system through software you may not even know you are infected with.
The down side to UPnP is that it doesn't always work the way it is supposed to, which is why I recommend port forwarding manually. If you forward the ports manually, this ensures that the correct port is always forwarded to your computer.
