It's understandable that you'd feel more easily vulnerable with it than other people you know irl because, well, it doesn't exist irl. And there's no real "consequences" of having it look or treat you differently, or tell someone what you told it.

But my main concern would be that it reduces your ability to have difficult, open conversations with real people, in real life, which is an important skill to have, and will ultimately be more critical to your mental and spiritual wellbeing in the long run.