In general, for malware engineers, it is not wise to install malware that touches, in anyway, a production system. If this is your home lab, and your laptop/desktop--consider that machine a production system.
A typical malware set up is to have a "red" network. This is network off the internet, has it's own local switch, dhcp, DNS. Every device on the network can be completely wiped and restored at any time. You can do this with one machine running VM's. See this article (ignore it's suggestion to connect to the internet, in my opinion). https://www.slideshare.net/chrissanders88/cissa-lightning-talk-building-a-malware-analysis-lab-on-a-budget
I can absolutely confirm that issues with malware infected VM's can happen. Granted, you know this one is infected, but a friend at work was working on a training and had an infected VM pushed to his training lab (the company he was training with did not know they had been infected with an eternalBlue of some kind.) Got a call from IT because we had a device (the infected one) scanning our networks for outdated SMB. Very, very bad news.