IMO it's the same as the old adage that you never pass the ball square across the front of your penalty box, and I can remember Xhaka doing so and either turning over possession to an intercept and/or conceding a goal.
Perhaps the irony is I have no real complaint when I see AMN nutmegging someone, because he usually does so in the middle 3rd and towards the flanks where the immediate damage is more limited if it doesn't come off. That said it usually does work because he is simply better with his close control with ball at feet, whereas Xhaka's technical strength is in his passing.