Unfortunately the error message SecureGo shows is most likely not the actual reason. Banking apps and other security sensitive apps often check their environment and if something is not as they expect from a real unrooted device they simply state that the device is rooted, no matter if this is true or not.
As your device is not a genuine Google Android ...
I'd conclude it as no. It should not cause data wipe on your bootloader unlocked Pixel device.
Most well known triggers of data wipe are:
bootloader unlock and relock,
manually triggered factory reset,
automatically triggered factory reset
The third one is something harder to talk about. In your case your device is a Pixel device running closest to what ...