1 - If this is a 2-of-2 multisig address, how could Alice broadcast it on her own?
I think what the author means in that part is that Alice should not broadcast the funding transaction before she constructs the refunding transaction. The reason is that Alice must be sure she will get her money back, even non-cooperatively if needed.
2 - Even if shw can do that, in what sense whould her funds be at risk?
If you send funds to a 2-of-2 multi-sig, wherein you only possess 1 private key, then you might be unable to spend if your partner simply disappears. You need him to sign the refunding transaction, and then you can send the money knowing that even if he does not respond, you can refund the channel.