Note that Keep stakers need to have the minimum required stake. To learn more about minimum stake requirements, see:
There are timeouts around requested operations like redemption that can lead to bond seizure and liquidation. In the Keep system you lose 1 minimum KEEP stake if enough of your signing group is unavailable to produce an entry when selected. In tBTC, you lose your whole ETH bond if you're not available when needed.
The risks of staking ETH on tBTC are mostly FX related risks. Compared to staking with the random beacon client, tBTC’s t-ECDSA has some additional off-chain things that require management. The primary scenario here is preventing a fall into liquidation if the ETH price takes a massive dip comparable to BTC. See the section on staking risks for more details: