Like you said, people should be aware of the risks involved and know what they are exposing themselves to. In the cyber world, nothing is completely secure and having your keys in the possession of another definitely brings risks.
I think you've thoroughly explained to people the risks involved with using third party software and anyone who reads this will know how to secure themselves against such risks and also know what they're getting into by using third parties.
At the end of the day, it's a personal choice, but educated decisions are always better. Thanks for sharing!
P.S. I don't use third parties... I even find it hard to trust my browsers! I'm just paranoid like that :)