Hello,
Indeed, here the source of carbon is carbon dioxide.
It happens that we can also talk about carbon because it is the element that is required by bacteria to proliferate. But yes, these bacteria get their carbon from carbon dioxide.
As for the risk, it is relatively small. The burning of fossile fuels produces around 35 billions tons per year of CO2, and the eco system is able to absorb roughly half of it. So these bacteria and fungi would need to produce dozens of billions of tons of building materials to consume that amount of carbon dioxide.
And to build such an enormous mass of matter, the bacteria and fungi would need an equally enormous quantity water, minerals and sun light. The proliferation would stop if one of the base components were not available anymore.
And in the worst scenario, it will always be possible to burn the produced material and produce electricity while releasing the previously trapped CO2 in the atmosphere.