There's definitely an argument to be made that you should never have to ssh into your nice Synology NAS and just use the provided web interface.... Right?
Seriously, do you need to do this? Synology Tech Support won't help you if you accidentally try to install grub on top of the existing bootloader or something. That said, as long as you are just a little bit careful, creating a chroot is a decently safe way to get a fuller featureset of linux tools and also somewhat protect the synology system itself.
For me, I use the chroot mostly for general NAS file management.