To speculate on what this risk is, the two obvious risk I can think of would be:
- Susceptibility to seabed warfare[0]. A rival nation can sabotage the infrastructure and maintain deniability, like we have seen with the Nord Stream sabotage[1].
- Potential interference with passive sonar systems, the turbines are likely to generate a fair bit of noise, which could potentially make it harder for SOSUS[2] to detect rival submarines.
[0]: https://en.wikipedia.org/wiki/Seabed_warfare
[1]: https://en.wikipedia.org/wiki/Nord_Stream_pipelines_sabotage