It is not safe and it is against what bitcoin cryptocurrencies are. Ledger dies not also care about users data. It is one of the wallet you can go for if you are not bothered about your privacy.

For bitcoin only wallet, go for Passport
For bitcoin and altcoins wallet, go for Trexor.

Note that the coinjoin in Trezor is in association with Wasabi and it is Wasabi coinjoin that are censoring UTXOs. Do not use Trexor coinjoin.