The very large majority of people using these change houses do not get robbed or otherwise harmed. I have been using a cueva on Lavalle for years without incident.
Some years ago 2 American tourists followed and Arbolito Changer into a protected cueva. While inside changing their dollars 2 armed muggers broke in at gunpoint robbed the place and the tourists. One of the tourists resisted and was shot in the butt..! He survived.