There's no risk to it as you say, and plenty to gain - a strong blockchain is what I want to see - and if everyone was to jump on board in whatever fashion they liked then it could only be good for the blockchain.
I've seen a couple people complain that rewards have went down due to so many people delegating away. Ultimately it's our stake to use how we want.
Yep, I vote at the same percentage but with over 100,000 delegated to Zing the value of vote is much less...it is what it is, I've handed out a lot of votes over almost seven years, if people think it's not enough, that's on them, not me.