Given how many places I give my CC and Debit card to and the fact that even big corporations aren't immune to fraud or identity leaks, I'm not worried in the slightest.
I do understand some worry, as it was posted in another thread, because it seems this sort of third party credit transaction used to be behind the scenes but its now overt.
But I'm sure there are reasons. Might be fraud prevention, a more direct transaction resulting in a more streamlined process, maybe SE doesn't want the headaches? I don't know.
All I know is that the account set-up was pretty easy so far. The hardest part was coming up with a secure password.