Risks is not being able to sell them.. But you shouldn't sell your bitcoin anyway. At least to a kyc exchange.

If you want to get rid of it, find some service or local merchant that takes it, or sell it peer to peer. There's many people who want it.

Also another way of mixing is to transfer to a non kyc exchange. Some exchanges don't ask for kyc unless its over a certain amount and not dealing with fiat currency