Are RGB ATX extensions dangerous?

It's never good to put more resistance in the chain.
But, it at least claims it has AWG 18-thickness wire, which is okay, but like Grebuloner said - it's always a crapshoot with these things. We don't know what copper is used, for example.

I'd go ahead, though, if it makes you happy. Make sure it's properly assembled when you get it.
Bonus points for (supervised) stress-testing your PC afterward.
Gold star for visually inspecting it after a few months of use (for signs of darkening, warping, weird smell).
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Id rather connect power using a good cable and then just add rgb in another way. Could even adhere rgb strips to behind the cable to make it radiate light.

Looks like the biggest complaint is that it isn't very flexible.

My usual worry is when some of these chinese companies say copper wire they really mean copper clad aluminum wire.