What if I told you, businesses routinely do this to their own machines in order to make a deliberate MitM attack to log what their employees do?
In this case, it'd be a really targetted attack to break into their locally hosted server, to steal the CA key, and also install a forced VPN/reroute in order to service up MitM attacks or similar. And to what end? Maybe if you're a billionaire, I'd suggest not doing this. Otherwise, I'd wonder why you'd (as in the average user) be the target of someone that would need to spend a lot of time and money doing the reconnaissance needed to break in to do anything bad.