Very little if you follow the instructions inside the app.

If Blakecoiners will stop mining :) Your BTC are totally safe, you will never send any BTC to the exchange. Is just a ping-pong between your regular wallets and this intermediary wallet.

So you just download some binary from the internet, send your coins to it, pray they're stolen or accidentally lost, and not worry about the permanent on-chain fingerprint?

* pray they're not stolen