I gotchu.

The risk/downside to using less relays is that either I stop broadcasting your events without telling you, or I stop serving you the events/replace them with something else.

The good news about nostr is you can verify what the filter does as much and as often as you would like.

You can query other relays to see if we are indeed broadcasting your events there. You can also follow our requests methodology and verify that you’re receiving the events you expect from our relay list.

Ultimately everything is verifiable because the data is all public. It is up to each individual user to decide how much to trust and how much to verify :)