I'm new to MySQL and I'm using a desktop DB management app called "Querious" to simplify the process while I learn.
I want to work on (mainly just structure & basic population) a database that's hosted elsewhere, but the host won't allow any remote MySQL calls on their server.
What is their reasoning for restricting MySQL calls to localhost only? Is this a security or a performance concern?
This is a security concern. The idea is that if people can't remotely connect, they have to compromise the system. Not just the files that hold the database information.
You may be able to request that just add your IP address to a trusted host file, but I doubt they'll do that either.
It's fairly common practice to not allow remote DB connections
I've run into this problem with GoDaddy where they implement this by default. You can change this, however, by indicating that you want to allow remote access. If you've already created your DB, though, you can't change it, so I would recommend creating a new DB and deleting your other one.
The reason why is for security. If only your app can call your DB, you don't have to worry about other people trying to access it.
Distill,
An improperly-configured MySQL instance is dangerous, whether the user is remote or local. This could allow malicious attackers to cause crashes or remote execution of arbitrary code (i.e., owning the machine).