Ehhh...no.
What is the risk of 0% HE? Do you understand the concept? The only risk is the variance, but in the long run the risk tends to 0.
(I am hopeful that you understand this but I am sure the unlimited scammer will have no fucking idea what I am talking about and will respond with a straw man fallacy, as usual).
In the end, yes, 0% house edge means that no one wins but when I say risky, I mostly mean that casino has many other expenses while player has none. Casino has to maintain and improve the product, casino has to pay salaries, marketing, bonuses and so on. What is player's duty? To win, just to profit, but casino on the other hand, has to spend significant portion of its profit on many things. That's why I think that 0 house edge is a risky thing for casino but I can be wrong.
If I were a casino owner, I probably wouldn't offer anything lower than 1% or would probably offer something like progressive house edge, just like moneypot.com does.