The first part is: how can they know that their funds will be safe at Alpaca Finance?
The second major thing prospective users care about is: if there was a security event that caused a shortfall event, what insurance or follow-up protections would be available to cover their loss?
To reiterate, Nexus Mutual currently only operates on the Ethereum Mainnet. You must switch your wallet to Ethereum Mainnet first before interacting with the protocol. However, the cover you purchase will be applicable for BNB Chain as well as all other chains that Alpaca Finance will operate on in the future.