It could be a privacy risk, though, because by directly moving a URL (and all its parameters) to another profile, it might be easy to link them together on the server side. It’s not necessarily a problem, but it’s definitely important to be aware of, since one of the main uses of profiles is precisely isolation for privacy and security.
One nice thing about Ventoy is that you can still use the USB stick as a regular drive for other files — it doesn’t interfere with the ISOs you can boot from