I am learning LWC, and I found out that I should not use as it's ECMASCRIPT 7 which means that it's using templates, shadow dom, web components and most of browsers are not ready for that.
LWC polyfills everything not supported by the browser. There is no risk in using LWC, as all supported browsers will support LWC for now, and in the future. As browsers catch up to Web Component technology, they will gain increased performance compared to Aura Components, which will never be "browser-supported".
My question is : what is the level of maturity of LWC ?
It's ahead of browser technology, and should be considered fully mature at this point.
Can I create a LWC in my angular app, and push it online in my website for example ?
In theory, yes, but mixing frameworks is a major performance hog. You can create standalone LWC apps outside of Salesforce without the need for Angular, Backbone, Bootstrap, or other frameworks.
what are the risks ?
LWC is ahead of web browsers, so there's not any inherent risk over using Aura.
should I stay on Aura ?
That's up to you. LWC has better performance, better browser support, and will be supported further down the road than Aura itself (most likely).