It basically carries the same risks as using a mobile app, although sometimes computer can have a higher attack surface. Still much more secure than pasting into a web client.
Building from source is preferable to running a .deb file (I forgot I *had* to build from source because I am running it on macOS), especially since Gossip doesn't seem to have signatures on the files, meaning you cannot verify that the files are signed and approved by the lead dev.