Votes are federated. They are tied to account names. Only your instance can tie them to your IP.
DMs are insecure in that admin instances can read them. Most instances tell you not to use them.
Scraping is more resource intensive than using an API to have data submitted to you. Since you are now offering a service you can set terms on what you can legally do with that data while scraping can lead to legal issues. PR issues as well.
In general using a corporate social media will allow companies to track you (or buy the tracking data from the social media company) far more thoroughly than scraping lemmy.