Dumb question: is preventing the module from loading safe to blindly run on, e.g., Unraid, Proxmox, WSL2? Is it possible to break anything?

I would say any sanely written application would fall back to doing the requested operations in userspace if it cannot use the AF_ALG socket.

It could fail though. But I have not yet heard of anyone noticing big problems due to disabling the problematic modules. And I have not noticed any such issues on our systems at ${DAYJOB}.

IMHO, since these parts of the Linux kernel are so crappy I personally would say disabling them is a good default choice. YMMV. But if you encounter problems, then you can always re-enable the modules. (Preferably after upgrading your kernel, obviously.)