I've bought two games from them and no issues on my end, but my buddy claims the key bought from them said it was already claimed by someone else and after one e-mail and a screenshot, they sent him a brand new key with a message about "this one will work".
Their customer support is pretty good as I contacted them about a billing issue I had, but they offer really cheap deals on a lot of games (I bought Dying Light Enhanced Edition for $11 after it was released). As far as I can tell and just from my personal experience, there's no risk and the games I bought came with Steam keys.