If you never lose your baby teeth and they don't get replaced with adult teeth then you could have complications with tooth development.
The tooth development problem from baby teeth not being replaced is Infraocclusion.
Once the baby tooth gets loose enough then you could pull the baby tooth out.
I have pulled my own baby tooth out before once it got loose enough but it took about 4 days after the tooth starting coming loose for the tooth to become loose enough to come out.
Teeth are so small that it would be near impossible for a child to choke on his/her baby teeth when they fall out.
I actually have swallowed a baby tooth as a child and it never choked me.
A child choking on their baby teeth when the baby teeth fall out is very unlikely.
Most children will wiggle the baby tooth out and remove the baby tooth themselves before they have a chance to swallow it.
Also if the child does swallow the baby tooth then they will likely have no issues with it blocking their airway and causing choking.
A baby tooth is so small that it would likely just slide down the child's throat and then go into the stomach where it would then come out in the child;s poop eventually.
My sister swallowed a baby tooth accidentally when she was around 7 years old and she didn't choke on it.
Her other baby teeth that fell out she removed and never swallowed but it just happened to her one time.