I do not have a source for the following as it was taught to me in neuroanatomy classes, the explanation given for brain freeze is that it is referred pain through the trigeminal nerve. The meninges (the tissue lining the central nervous system) is innervated by the trigeminal nerve in the head. Therefore the pain feels as though it is like a headache from meningeal irritation but is in fact benign.
Given that the mechanism is through referred pain rather than any vascular event it should not put you at any increased risk.
This being said if you experience repeated headaches and are unsure of the cause it would be wise to consult your doctor.