The risk is minimal as long as all you've done is save modification in CFW SYSNAND. Running custom firmware and modifying saves using cheats always carries inherent risks. Those risks are minimized if you're careful. I personally would not play competitively against other people online using CFW...
Not true. Literally everyone running a Pokemon Trade bot or ACNH Treasure Island are online CONSTANTLY while using CFW on SYSNAND.
You're not wrong. Pretty much everyone goes online using CFW on SYSNAND and they don't get banned.
The people who get banned are people who let Nintendo servers...