If you want to go beyond generic concerns, there are plenty of academic papers that have looked at Facebook Secret Conversations, found actual issues, and helped get them fixed: https://link.springer.com/article/10.1007/s00145-020-09360-1 https://link.springer.com/chapter/10.1007/978-3-319-63697-9_... https://link.springer.com/chapter/10.1007/978-3-319-96884-1_...
This is Facebook, for pete's sake. The same company that conducted psychological experiments with zero clinical/ethical oversight by manipulating its users' feeds to see if it could cause depression/anxiety (or the opposite).
Facebook is evil and you should not trust them even a little bit.