Nice. I like how you point out you are taking a risk in asking the question!
Now look, I'm an INTJ and I've used myself as an experimental subject in this stuff, so I am convinced it works. But in my head I absolutely have to have a set of precise definitions and I can't live internally with the vagueness of some of the explanations. Yours is a great question and it is spot on...also it is how I would have seen the risk from the point before I attempted the risk. Exactement, to use the French word.
If you will let me define terms my way, and I'm not quoting any books here, this is how I see it in my language. I use Ni so I will add visuals, however daft they look in writing.
Define terms.
Trigger - a context (event, presence, situation, person etc) which causes or induces a reaction
Emotion - the 'liquid flow' of reaction caused immediately by the trigger. I cannot control this, it happens inadvertently inside me due to the trigger. Some are pleasant, some less so, such as fear, joy, anger, disappointment, cherishing and so on. I experience this in what I view as something akin to interstitial spaces inside me but inbetween the actual particles of me, so to speak. Like a warm bath, or water mixing with wine...I am in the emotion but I retain my own self inside it, and have choice whether to receive it and go with it or how to react to it.
Value - a concrete statement about what I have decided is important in life longterm, unlikely to change within the moment. Such as 'people are valuable and fragile' or 'it is important to be nice to people' or such like items. (The four agreements would fall into this category for me, it seems like they are four value laden statements.)
Feeling - Allowing an emotion in leads to a feeling, which might remain for some time like a day or several days, and these feelings stick with the memory of the event eg I enjoyed our banter last Tuesday, I was ashamed of my outfit at the dinner party. There is a step of choice between the emotions which fly in and out quite fast and change quite fast, and the feeling I choose to remain with and experience. Sometimes staying with an unpleasant emotion (why did him saying that make me feel afraid this morning...) and allowing it to sit around (to me this is more like allowing it to swill around, but they seem to say 'sit with' I have noticed) inside me for a few days may yield interesting new information, but is an uncomfortable and possibly a vulnerable or risky step, not undertaken lightly or easily.
Mood - the 'depth of the tank of liquid', so a low mood is a compilation of, or an integration of (ie find the volume) the feeling function over time. If I haven't allowed many feelings in, then my mood is calm and I can think clearly (INTJ preferred state

) but I feel empty and I don't experience life so fully, there are less wonderful highs and less lows, it's like living on tranquillisers and then my reaction is to allow the next random emotion (whether positive or negative) to come in fully and overwhelm me, like a winter storm or a dam burst...and that is too random, and may not even reflect or emote the true me at all properly to anyone around me. For a higher mood over time I have found (at this time in my life and from a couple of years ago and continually since then I have learnt and relearnt and discovered different aspects of this process and I am not done yet...but I am well on the way) that I have to make time to 'listen to my emotions' which is deciding which emotions to allow in to me from the constant liquids arriving and available to me. Then to deliberately make myself vulnerable to explore them in whatever way is appropriate (can be by asking questions of them or of myself, can be by allowing them to slosh around, can be by trying to verbalise them to someone else or write about them, or possibly by using them as an inspiration for a random painting or drawing, but I find that less insightful as a method, though it does dispel the emotion I have chosen to sit with). In doing these activities fairly deliberately and regularly I am adapting better to everyday situations, I am asking better questions in this realm, I am understanding my own history better and finding healing and courage to face my demons and I am becoming more flexible as I get older, not less flexible, I am not solidifying internally in the way that many folk do because they get fossilised by stuff that has happened to them that they can't deal with, so they lose flexibility.
To answer your question. I think the true risk is therefore actually that 'you lose a part of yourself' - that particular trigger of a particular situation has always caused you to become tense, let's say and that tenseness has become familiar, it's become a 'go-to' state innerly which is actually familiar and comfortable to you **even if it is logically wrong and also inappropriate for today's situation**. The risk is the loss of that comfortable inner state and the certainty of being right inside, as in 'dinner parties always make me feel tense' for example. People defend these kinds of statements in many ways, but that is because they don't want to take the risk of inner change which risks losing a bit of what they are comfortable with, at least, that's how I see it. I'm not condemning anyone, mind you, because this kind of processing is downright hard work and to me it has felt like doing it and finding out how it works without a road map and in a world of ill defined terms populated by excitable emotional types who know how to do it themselves and know the benefits of it but who can be rather helpless as teachers and guides because if you can do something by instinct you can't teach anyone else in any systematic way. But if my explanations are any help to you I'd be interested to know how you get on and over time whether you (or indeed anyone else) wanted to add or refine them.