A scenario to consider:
We don't research the sea. An abomination crusade turns up while much of our army is off defending the colonies from Nids. We win but take heavy losses. We also take heavy losses fighting the Nids. The following turn Lin dies, an alpha+ goes chaos and calls down a Demonic Incursion. With our army so depleted we are unable to hold and lose half our cities along with most of our characters. Having taken monumental damage and without Lin or Jane our cities are overrun by cultists. Avernus cleanses the infection.
Bad End.
Another scenario:
We decide against divining for 'the Trust's next enemy' and didn't see the Nids coming. Our first indication of danger is the Diplomacy Results mentioning that the Shadow In The Warp is halfway through consuming Amir-Ka. We have a single turn to prepare for a Hive fleet that has doubled in size. Without divined information we reckon we can fight the first wave and see what happens. Sub-Sector Cobalt dies and takes much of the Trust's military with it. We cash in our Honour bound Favour and the Eldar save the remainder of the Trust. We learn that a Tier 3 Waaagh was following in the Hive fleet's wake and the Eldar are now stretched too thin dealing with snowballing Tyranids to help. The Trust is destroyed, leaving only a few heavily fortified worlds. Then an Abomination crusade turns up.
Bad End.
This is a quest. We can lose, by choice or by chance. There is no truly safe path.
I have read Durin's warning. It is not a case of one crit fail causing an instant Bad End. Nor is it a case of any failure causing catastrophe.
I believe it worth the risk.
Have you seen Lin's traits? If he goes chaotic and gets a power boost the best we can hope for is Avernus only obliterating one city. If we are unlucky all humans on the planet go chaotic with him and Bad End.
