Not at all. Your payment plan is with Affirm, so if Upgraded were to shut down, you’d just keep making your monthly payments as usual until month 36, no early repayment required.
The only thing that would change is that the upgrade option at month 24 would no longer be available. But even without the upgrade, your total cost would still be less than buying a MacBook and AppleCare+ upfront. And the device is yours to keep at the end, either way.