No, the first client never sees the nsec. You’re only trusting the nsecBunker backend operator you use and with NIP-41 even if the bunker becomes malicious you’d have a way forward.
Also, bunkers are economical actors and becoming malicious requires them signaling they are malicious.
Keep in mind where people are coming from now, normal operations is you never can control your account nor have a recourse if the operator censors/revokes your access. This is a way for normies to compete with that state of affairs.