What security risks are posed by software vendors deploying SSL Intercepting proxies on user desktops (e.g. Superfish)

There has been quite a bit of concern noted relating to the recent discovery that Lenovo are pre-installing a piece of Adware (Superfish) which has the capability of intercepting SSL traffic from machines on which it is installed.

What are the security risks of having OEMs or other companies installing this kind of software onto customers systems?