How is it a risky job for them? There are no other funds on my ETH address other than PaxGold worth of 10K$... It is not like a collective ETH address with millions of funds from other users on it. You only need to deposit enough ETH for gas and a private key. Should only take a few minutes. I understand because of complex audits and security measures it may take a while to arrange. But once it is all set, accessing my funds does not put other users' funds in danger.
And this is not like the case of BTC recovery from a BCH address. It is all on one chain and ERC-20 tokens are fully compartible with ETH addresses.
Assume you own an exchange. Who has the private key of all the address of the exchange? You or other employees who you trust (maybe). I do not know how they handle the private keys, but I know for sure that it requires them a special team. A random employee can just steal all the coins from those address if they have the private key.
Now to protect assets this special team obviously knows the risk and reward factors just to give away a private key to a client. Maybe they require complex protocol which is expensive or they would not emphasize too hard warning their users not to send coins to a wrong address.