Active members of the crypto space tend to value their privacy, and letting these NFTs flow between your Vault and private wallet addresses could create an unerasable trail between the two.
This could mainly pose a concern for the members who are hoping to keep their Reddit profiles completely anonymous from both fellow Redditors, or any institutions with the power to search the identities of those who interact with registered exchanges such as Binance.
Finding out a Redditor's whole crypto trading activity based on a purchased NFT on display as their profile can be pretty easy for those who know how to run basic blockchain analysis. They can simply trace the NFT's activity via Etherscan, check the last address that held it prior to getting into the Vault, and look into any other related activities.
If they also own NFTs that they display on Twitter, the two profiles can be linked together. Any additional social media profiles that can be linked to the wallet via posts or activities are an additional weak point that could lead to the real Redditor's identity. If they pulled or added funds to the wallet via exchanges, those exchanges and any authorities with power over them can additionally put a legal name to the Reddit profile.
This isn't an argument against Reddit NFTs, it is simply a reminder to keep these factors in mind if you like to know the implications of your actions on the blockchain.