@Hawkmoon
Well, it is less safe *in theory* but for other reasons — just because you have allowed apps to be installed from one more source, other than Play Store.
It all boils down to whom you trust more, I don't trust my phone's maker so I use an alternative ROM, bootloader of my phone is unlocked — which is a huge security no-no. I also don't really trust Google so my ROM doesn't have Play Store or Play services installed.
@Hawkmoon Experts talk about security all the time, but most users don't even follow security best practices and no amount of security measures built into their phone will make them 100% secure. I know that is I lose my phone, in theory, it would be possible to retrieve all data off it — and it's always best to assume that because it's a matter of how much effort one is willing to put into accessing your data: petty thief doesn't care about it at all, he just wants the device itself…