This thirdparty IME concern seem really more relevant for e.g. Japan being worried about it's citizens using a compromised Baidu IME instead of a more trustworthy preinstalled Japanese one. All IMEs all can be keyloggers and the Chinese government can necessarily access Baidu data, and any smaller Chinese IMEs will be outside the auditing and enforcement jurisdiction of the Japanese government.

If you're inside China using the preinstalled OnePlus IME that "untrustworthy supposition" just already holds to the preinstalled one, and there's little reason to believe at least some of these third party IMEs are more likely to be compromised than the preinstalled one instead of less likely.