Tailscale is indeed an interesting infrastructure when it comes to quick and easy private VPN setup. But it does rely on third party as it uses coordination servers, route finders, etc. And equally importantly if point to point doesn't work it defaults to through-centralized-server approach.
This is not to say that it's any worse than anything else out there in terms of safety/security and privacy, but it's not much better either. But it's easy for sure. And I guess the risks are the price to pay for the convenience.
I would use it as a discovery and exploration tool. I am not sure that I would ever use it in actual operations, especially if the application requires high level of privacy and security.
Now, one might argue that with end to end encryption on top of Tailscale the risks may be mitigated. That's true, but the metadata about the Tailscale traffic is substantial. That alone actually makes me wonder ...