For me personally, it is a greater danger to use that hardware wallet at all than this danger that they warn about.
Many people on X will fall for it already, not knowing how bad Ledger hardware wallet is with close source secure element. We do not even know if the company can be able to know people's seed phrase is another thing. Also we do not know when next they will let people know the home addresses of people that that bought the hardware wallet directly from them. It is a hardware wallet that I can not also recommend. They just use this as an opportunity to do their marketing.