The risk is for convenience. There is a VERY reasonable case to be made for wanting to maintain absolute anonymity if you're going to play the game you're starting to play.
Every person's circumstances are unique. If you're a single man, a known bohemian and have a non "morals" kind of career or business of your own, then your risk is low and you get easy booking. If you're an avowedly christian politician with a possessive paranoid wife and 5 kids, the cost in terms of this risk for convenience is quite a bit higher. There are unlimited options in between. Only you can assess this cost for you.
A few random thoughts...
1. If I were THE provider you'd be making me nervous. I think these ladies are looking for men who understand how to pay, play and move on and one of the many risks they face is a client fixating on them specifically and getting obsessive. You haven't even met this lady yet and you're already leaning into this impression.
2. Follow your instincts. Your feeling like this is a no go and trying to rationalize yourself into it.
3. P411 still collects your personal information. I don't care how reputable they are or that they are in Canada, there are scenarios where you could be outed byt them in theory. Probably a relatively safe option, but there are no guarantees.