The risk is not the model, it is the interface underneath it
Most discussion of agent risk in advertising is about output quality: will it write a bad headline, will it pick the wrong segment. Those are real and they are recoverable. The unrecoverable failures are operational, and they come from the fact that advertising APIs were designed for a human operator who can look at a confusing response, frown, and go and check before pressing anything else.
An agent has no frown. Given a response it cannot parse, its default behaviour is to try again, and a retried activation against a vendor that did in fact accept the first one produces two live campaigns spending in parallel. That is not a hypothetical: it is the ordinary failure mode of any distributed system without idempotency, and it costs money at the exact rate the campaign was budgeted to.
So the design questions worth asking before you connect anything are boringly infrastructural. What can it reach? Whose authority does the call carry? What happens when a supplier answers ambiguously? Who can undo it? Everything else is a preference.