Not at all sir. Yes shifting to fully synthetic oils after using mineral oils can be risky. But I have 2 cases. My 19 year old mehran was previously maintained by my dad and his jaahil mechanic made him use 20w50 gtx or havoline stating the fact k sir bhot puraana engine hai toh yehi oil dalay ga. When I took over, I opened its owners manual and found out that 10w40 is the appropriate viscosity. I shifted to sgo suzuki premium 10w40 api sg and my car's responsiveness, fuel economy all improved with no oil reduction.
I had recently purchased a honda civic 2005 vti and the previous owner was using shell helix hx5 10w40, but I used shell helix hx7 5w30, and it worked. No oil reduction.
It all depends upon engine condition. If the engine is weak or poorly maintained then it might start consuming oil while shifting to a thinner one.