I'm not sure this is the right question to ask. Yes, there is a possibility that you could be scammed on either an in- or out-call. Perhaps a more appropriate question is to ask how likely it is that you will be scammed in an escort interaction. If the answer is 'not very likely', then the question of whether it is more likely when you host or when they do, becomes less pressing.
It's probably more productive to try to understand what things you should look for to assess whether a scam is likely or not. What the yellow and red flags are, how to evaluate their behaviour. Then, when to give the benefit of the doubt and when to withhold it. This would not be the first thread in which this issue had been discussed.
mike carey's post in What is more likely? was marked as the answer