You are right in saying this, the risk is high when doing a transaction via bridge called on dex platforms. And I haven't tried that either because I think it's really high risk and prone to hackers and I don't want that to happen to me.

There are also disadvantages because that is true, especially when it comes to security like in centralized bridges, which usually happens that they only rely on the central authority, to manage the transfer of assets. It usually creates single point failures that become a way for hackers to enter and compromise it. And one example of this is what happened in Axie Infinity year 2022 month of March https://www.coindesk.com/layer2/2022/10/14/blockchain-bridges-keep-getting-attacked-heres-how-to- prevent it/