Large Language Models (LLMs) are increasingly deployed in high-stakes settings, where they face diverse risks. Numerous defense strategies have been proposed to mitigate these risks, but they are almost always evaluated in isolation. This isolated view leaves a critical question open: does mitigating one risk inadvertently change a model's exposure to others? Beyond the well-studied risk-utility trade-off, we present the first systematic study of cross-risk interactions induced by LLM defenses. We propose CrossRiskEval, an evaluation paradigm that situates a defended model in a multi-dimensional risk space and quantifies how a defense built for one risk shifts the others. Among 166 cross-risk evaluations covering 32 defended models, 77.1% exhibit statistically significant cross-risk interactions. Most of these interactions amplify non-target risks, with increases exceeding 100% in some cases. Beyond behavioral evaluation, we conduct neuron-level analyses in seven selected cases to investigate one possible pathway associated with these interactions. We identify conflict-entangled neurons whose activation interventions produce opposing effects on proxies for the target and non-target risks. In conflict cases, restoring these neurons to their base-model activations partially reduces the corresponding risk increases, providing evidence that defense-induced changes to these neurons may contribute to the observed interactions. Building on this evidence, we propose Conflict-Aware Freezing, a training-time strategy that prevents direct updates to the parameters associated with the identified neurons. Across five conflict cases, it offsets 35%-196% of non-target risk amplification while meeting the original defense criterion.
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