Why is it risky?

I don't know what would happen if they were exposed to an EMP, I don't fully understand, mechanistically, how the EPG responds to a magnetic field. Whether a stronger field results in a different response then a weaker one, or whether there is a cap of a certain strength causes the response and anything greater doesn't cause a bigger response.

I would suspect that the likely answer is that an EMP would cause the same response as any other moderately strong magnetic field, but because the EMP is brief, that response would be minimal. Its not something that can break like electronics.