you don't have the associated private keys to your deposit and you risk losing your money but no one is discussing that which I'm having interest on.
Yes, this is a risk. When you deposit coins to any exchange, casino, mixer, etc., then you are giving up custody of them. This is a risk I am willing to accept with ChipMixer due to a number of reasons: Firstly, I am mixing small amounts of coins at a time and not leaving amounts I can't afford to lose in the custody of a mixer, and secondly, they have mixed hundreds of thousands of bitcoin over the years without a single incident of loss or theft.
why not go through Coinjoin where you have access to your keys than a mixer that you have to trust about your privacy and custody of funds.
Coinjoin is another useful tool, but it is neither perfect nor infallible:
Still, it seems that Wasabi has never been as safe as we all think:
Using a capability that is being disclosed here for the first time, Chainalysis de-mixed the Wasabi transactions and tracked their output to four exchanges.