Is there a problem to connect devices directly to the Internet?

The answer to this question depends ... it is likely that still today responsible people belief that it is no issue ... why?

A well know authority in the field of protecting critical infrastructure reminded people to read the following report (10 years old!):

Project SHINE (SHodan INtelligence Extraction) Findings Report.

I highly recommend you to read the report ... and take it into account in your daily business.