You the withdrawal(when it will happen) won't be an individual transaction sending funds from your balance to your receiving address but a batch transaction with output to several other addresses. Exchanges don't like that very much, so it would be safer to withdraw your funds to another address first, belonging to a non-custodial wallet for example, before sending your funds to this exchange. But AFAIK nobody has ever complained from such things. And many people are using FreeBTC for the faucet claims.
Batching customer withdrawals is a common practice, even with exchanges. The only reason it would ever be a problem would be if you sent a deposit originating directly from a coinjoin or a transaction that appears to be a coinjoin. FreeBitco.in’s withdrawals typically use very few inputs and are not likely to be mistaken as coinjoins. It is still a good recommendation to withdraw to a self-custodial wallet first when using gambling services.