Anything that cast a doubt in the consumer or your affiliates mind is not a good thing. It can make a difference between someone pulling out their credit cards or not.

For example, with Mcaffee's siteadvisor, if your site has a BIG RED X next to it on searches or gives a warning popup when you land on the site, would you be willing to risk giving out information to make a purchase?

As a consumer, why would I risk my information being stolen when I can go somewhere else with similar product that does not have any negative publicity attached to it.