Yes => Because the bootloader of your device is "Unlocked", it means it can possibily be less secure than a "Locked" bootloader.
No => Because xiaomi.eu ROMs try to hide the "Unlocked" state to the Google's SafetyNet checker.
It's nearly impossible to bypass it but there is a workaround method to force the verification to use the old "Basic attestation" instead of the new "Hardware attestation" type.
Don't know if xiaomi.eu ROMs include this workaround but you can install this workaround with root: