When you use multiple power supplys then you have current from one 12V rail to another because the rails are not exact the same voltage on both psu. If you power riser and GPU from different PSU then in the worst case this generates heat at the wrong place because of the differential voltage and the short-circuit current. You can measure this with a multimeter connected to the different 12V rails.
This multi PSU setups could be safe, they are probably safe if properly distributed.
SATA to PCIE 6 Pin adapter have another problem. Fake chinese wires and no proper clamping in the SATA connector... They claim to be AWG18 but they are thin as f... I only use PCIE to 4 Pin Molex and test one adapter of each bulk order by destroying it and checking the diameter of the wire.
Also, the BIGGEST issue with using SATA connectors to power a riser is THEY ARE NOT RATED FOR THE CURRENT DRAW.
They are only RATED for 54 watts of +12VDC - the PCI-E bus is rated for 75 watts draw, and THE RISER ITSELF ALSO HAS CONVERSION LOSSES.
Even if the WIRING is heavy duty enough to support the draw, the CONNECTOR is not.
USB-cable type powered risers have ZERO power connection to the MB, though they do have a ground connection in common probably for signal shielding reasons.
The only time it matters on having the MB and the Risers on the same PS is if you are using the old-type RIBBON risers, where there MIGHT be a +12VDC link involved.
On the other hand, while the GPU itself PROBABLY doesn't "merge" the +12VDC input from the PCI-E bus and the PCI-E power connectors, it MIGHT do so - keeping the card and the riser on the same PS is less likely to cause issues than worrying about the riser and the MB being on the same PS.