Mystery perceived as a kind of cloud or shroud can be said to surround something. Risks and benefits don't have the same conventional connotations or figurative associations. It's grammatical, but it probably wouldn't get you a job writing for The Economist.
For example, you could say:
The transaction was shrouded in mystery.
But you couldn't really say
The transaction was shrouded in benefits.
For the statement to make sense, the agent has to be perceived to be capable, if only figuratively, of performing the action specified by the verb, and the usage must not overturn the applecart of convention, unless that is the very aim of the strange usage, as it might be in a literary or ironic/parodic context.