I have been doing this for years, no worries. Latency is rarely going to be an issue with remote desktop--you could get more than acceptable performance over a 56K modem line at MBA resolutions way back in ancient times. And depending on the Internet connection at the host performance may well be better than running locally because the data is moving over their big pipe and only the display is moving over your smaller pipe.
I would make sure to use virtualization software on my server that also runs on my laptop so I could easily grab a local copy of a VM to take with me on a flight, etc.
You subpoena the phone company for that kind of information when terrorism is involved. This is more like having your bicycle stolen. There is not going to be a CSI team, fingerprinting, detectives, interrogations or high-speed car chases.
Apple's call center probably has the CLID of the caller logged, but equally probably that person called from a prepaid cell phone.
Even if Apple could recover the data by doing so they would be admitting their remote wipe feature is worthless.
I rather doubt they will add a "I see you have enabled Find My Mac--you better back up your system because we will give any random idiot who calls in access to wipe your hard drive. Thanks for choosing Apple!" popup, though.
I would make sure to use virtualization software on my server that also runs on my laptop so I could easily grab a local copy of a VM to take with me on a flight, etc.