No risk that I know of, but never thought about it. I work out in Vail, CO (10,000ft) during July and/or August, and other times of the year in Dallas and Ventura County, CA (1000ft); all on T-cyp. In Vail, I have to take much longer rests between sets, but I don't know of anything with less oxygen in the atmosphere, which would affect the body differently on gear or not.
What kind of risks do you mean?