Regarding risk, there's no risk with the exception that some bigger exchanges, using cryptoanalysis, have tried blocking certain mixed UTXOs. 

In one  implementation this has been successful (not saying which to avoid conflict) due to implementation flaws as well as the fact that they don't use uniform sets/pools, which makes it easier to trace. 

Samourai haven't had an issue in multiple years of operating. Having gone through their documentation their implementation of coinjoining is the soundest I've found so far.    

 Worth noting, I don't think enforcing such blocks is feasible in the long-run anyway.