The most immediate danger is that an unknown third party has added malicious code to the ISO. Security experts consistently warn that "you have absolutely no way to know if that is legit or even if it is, if someone has modified the ISO with malware before providing a link to that download".
While modified Windows ISOs are widely shared on forums like phcorner.org and various torrent sites, the security risks are severe and well‑documented.
"All in One" ISOs are popular because they consolidate multiple editions of Windows into a single file. Highly compressed versions use advanced algorithms (like ESD compression) to make the download size significantly smaller than the standard 5GB+. I made Windows 11 32 bit (x86) because Microsoft didn't !