Not sure if I'm following this correctly, but are they pretty much shouldering an unconfirmed transaction(at least temporarily) and taking a small risk just for a better experience for the end user?
Yep! I don't think there's risk in it for them though, they own the channel opening transaction.
If so, though I'm not sure what the risks are for the user, but they seem to be doing the 'lightning for beginners' aspect really really well.
True. But the risk is for the user: in a way the current channel is still custodial. I'll give them the benefit of the doubt though: it works just fine!