For SCB you'd just need to update the file accordingly. Nothing to worry about (at least not more than worrying about your SCB lacking some new channel, for example), your node should handle it just fine by itself.

Regarding risks, I'd say they're quite the same as when opening a channel with a peer. The protocol is design to be trustless, and the worst that could happen (apart from unexpected bugs and exploits) is your peer might make you lose some time by pretending they want to splice, whereas they actually don't.

Maybe there are some other risks tho, hopefully someone can chime in if so.