"the only information we can produce in response to a request like this is the date and time a user registered with Signal and the last date of a user’s connectivity to the Signal service"

https://signal.org/bigbrother/eastern-virginia-grand-jury/

Is this a rhetorical question?

No I have Signal installed and also have recently came across Session Messenger. I like Signals user experience and was wondering if there are systemic risks to using it.

Yes, they can confirm that you have a Signal account. They actually publish their subpoena responses so you can see exactly what information they have: https://signal.org/bigbrother/central-california-grand-jury/.