This is a big threat to the bitcoin economy as people will be afraid to deal in bitcoin with others as they are afraid they are going to be scammed.
I'll sell you insurance against getting scammed.
I just need to see your private keys so that I can inspect how much entropy was used in their generation....
(for those who can't figure it out, this is not serious)
I think this is a problem. Although you were not serious, many people could very well think that this would be a legit request of selling insurance. As a result they would likely get scammed.
There are two risks here; 1 - people who will attempt to scam newer users out of their coins and 2 - the advanced nature of bitcoin and the lack of education available to new users to help then secure their coins.