Probably not direct legal risk[1] if they weren't the ones collecting the data, but integrating with all that shit has the incredible risk that your counterparty might just go up in smoke next week, while leaving you with a busted product, and all the reputational damage fallout.

It's picking up pennies in front of a steamroller. You'd have to be a truly desperate PM to consider it.

[1] Still all the legal risks of holding that data, but they are easier to mitigate.