The only way I event trust a vanity address like this is if I can compile from an open source code that is heavily reviewed and do it offline.
Let's proceed from the fact that not all users are technical experts who can compile the source code and even more so that it is inspected for backdoors.
But if you are a technical expert and you do all this, then you may not have the necessary computing power to generate a complex vanity address in the foreseeable future.
Therefore, to use some third-party services to generate vanity addresses is a good idea, the main thing is that it is safe enough.