It could become easy to attribute losing sessions to these forces that you'll likely never be able to confirm instead of what you did wrong or how you can improve your game. I think if you find yourself unable to shake the pervasive thought that there are bots or other nefarious forces at play on the site that you're playing on that it could be detrimental to your game even if they're not actually there. Full Tilt, Enron, Bernie Madoff, Volkswagon are just a few that come to mind of large-scale frauds conducted in heavily regulated environments. There are countless examples of different products or entities that are heavily regulated but still managed to commit fraud.
But, to a certain degree, any site you play on is going to require some level of trust, whether that be in the site itself of the regulators.