You'll likely soon be getting texts from "Apple Support" telling you that you need to remove the device to protect your data, and eventually texts threatening your life and your family's. YOU ARE NOT IN DANGER.
Just keep it linked to your ID and don't remove the icloud lock. To be safe, you can erase the device's data but keep the activation lock through Find My.
By grabbing the phone when it's unlocked, or potentially through Siri on the lock screen.