The high-level Rogue toolkit, and the gameplay options it provides, is my favorite. But playing melee seems inherently riskier than ranged dps.

Do you all ever dwell on this, or have it impact your decisions on what character to jump on next?

Rogue provides so much control, and at high level, you can blind, gouge, evasion, sap, vanish, etc. You can also build for niche (meme) 'rogue tank' spec, or go full subtlety for preparation and a lot of crazy mechanics. Not recommended though imo, combat is just too good for pve.

That said, unlike a mage or warlock and some other classes, you're at risk of getting cleaved / AOE'd in high level dungeons, and Raid Boss mechanics. Without your own skill or control, you might have a boss or pack of enemies turn because of the tank's placement and..boom.. you're dead.