What is the specific error message the XFinity software is indicating? Can you post a screen shot of the error?
Do you have the Remote Access/Cloud Access enabled in the My Cloud Dashboard? If you do not need remote access capability then disable it within the My cloud Dashboard > Settings.
Is the FTP option enabled within the My Cloud Dashboard? If it is not needed, ensure it’s disabled.
Check the Xfinity router settings to see if you are using port forwarding or if UPnP is enabled.
Chances are good that the Xfinity software is just alerting you to inbound attempts that are being blocked by your Xfinity router. Or if the Xfinity software includes a local computer firewall, that it is blocking or notifying you of traffic it thinks is suspect.
Any time one uses the remote capabilities of any computer network device one runs a potential risk of unknown actors gaining access to it via a variety of methods. These methods can include unpatched security vulnerabilities in the device (or computer) itself to one’s WiFi network being compromised through poor password security or even open guest/unsecured networks.