The customers for this from the GS side are what are referred to as high net worth individuals and family trusts. They aren't your friend across the street taking out a second mortgage on his home so he can play the private markets. There is an assumption that you're an accredited investor, and while I don't know the GS requirements for getting in on deals like this, I can only imagine it's far in excess of the accreditation requirements (which is relatively straightforward to achieve -- $1M in liquid assets or 2 years of income over $200K / $300K if filing jointly).

There may be some reason to be concerned otherwise -- pensions and endowments are often customers for this sort of thing -- but they have risk managers that hopefully know what they're doing. Which may not give you warm fuzzies, given recent history, but in general these are not the people losing their shirts and affecting the economy as a whole.