But whats the real risk? (...) worst case I have one array with my data
You've misidentified the worst case. The worst case is that something unexpected happens:
1) There's a bug in FreeNAS,
2) There's a PEBCAK issue,
3) There's some other random unpredictable event
and you're left with zero arrays with your data. That's why those of us who do this professionally are careful to try to pick the best technologies, then remain paranoid and extra cautious on top of that, not relying on the technology to be foolproof if we can reasonably avoid such reliance.
Two NAS boxes provides more compartmentalization and less opportunity for "oops." You have to remember, especially if you're trying to work through the GUI, that the codepaths you are testing have not undergone what I would consider to be thorough testing. The guys who are writing this stuff are good, but bugs creep in, and you know, if someone who was writing the code to manipulate volumes inadvertently used "volume[0]" rather than "volume[n]" in the code, it could appear to work fine to many people who never had a second volume, yet you, in your situation, when you try to blow away volume[1], well... let's just say I've seen train wrecks of many varieties over the years.
Can you do it on a single box? Sure. It's even likely to work. But think about what happens if something goes wrong. What if FreeNAS won't let you destroy the second volume? Could you be left with a mess? Quite frankly, things like that are less likely to happen if you do the two-NAS route, because the first NAS's configuration is put into its final configuration before you start restoring data to it.