I agree that set and setting are huge factors in your psychedelics experience. I am 'speculating' but also do have a lot of experience in a variety of psychedelics.

I'm not sure where "intent" falls on that spectrum. The vast majority of my experiences have been "for fun" or "for the experience" at music festivals, concerts, or at home..

I have also taken ayahuasca and changa with a shaman. I was doing it "for the experience", but how is that different from someone else who was in the same room as me doing it an attempt to treat depression or anxiety? How would the risks be different?

Being an anxious or depressed person in general may increase risk factors of negative experience. This is still not related to intent.

Given that, it seems like fun and pleasure are probably safer than medicinal.