What can go wrong? Sats can't just disappear or get hijacked, they exist at the source or the destination always. If you're on both ends then they're always yours. There's no additional risk* with a transaction sitting in the mempool waiting to get into a block. Nothing bad can happen.

*Technically with most common address types your transaction exposes your public key, which makes a future quantum computer attack more feasible. We are a very, very long time from that being a legit concern. Taproot addresses have bare public keys that are exposed from the moment they receive sats, as an example of why that isn't a thing to worry about at the moment.