I would offer that this would be no more or less risky than using art from any other source, but I can see why people who are new to navigating these waters, such as corporates, would be hesitant to want to progress into uncharted waters; regardless of what the Trademark Office says.
Regardless, they did posit that it can be applied the Fair-Use Doctrine just like every other artist under the moon. This, more or less is putting the AI developers under the same burden artists undergo; and many of the copies that have come out wouldn't breach Fair-Use unless the user explicitly asked for something specific that would; like a specific character (which isn't any different than fan-art unless you are trying to profit off of it) or drawing in "a specific user's style" (something commented on in a different section of that pdf.)
If the AI took upon so many different art pieces to learn from, all from many, many different artists, it is likely that no copyright claim would exactly stick (how could 100's or even 1000's of artists all leverage a copyright claim against the same entity? Did they all copy each other as well?). Any of the similarities at that point would be so nuanced and benign that it would begin to breach into "copyright concepts and styles" territory. If we actually allowed lawsuits like this, in general, to hold water, nothing really could be created anymore.
For brevity, I think: they said fair-use doctrine can and will apply, they mention of no additional burdens the AI must prove than any other artist must prove. The fact by fact case basis is fine IMO, if they didn't keep it to the same standard applied to all artists, then they could blatantly copy and get away with it.