I guess you're right when you suggest there is some risk, but with the usb device you are surrendering it to the quality of the device itself and how well it configures. The adaptor is physically changing the connection by a motherboard modification, so the computer is reading it like any other drive.
If you wanted to be safe, you could always connect another, less valuable driver first, and if it reads that ok it shouldn't have problems with any IDE drive that isn't damaged.