Going from TN to an immigrant visa via AOS is only risky in the sense that:

- After you've filed your i485 you will no longer be able to get TN status, this applies regardless of your non-immigrant status.

- You can't travel abroad between filing the i485 and receiving AP, which could be 6+ months.

On the plus side you get a Green Card and don't have to play the H1-B lottery.