They’re pretty expensive, and the nature of the service means that if they disappear, they have ownership of your domain and you have no recourse to get it back.
Worse: if Njalla decides you shouldn't have a domain - for any reason whatsoever, including "we don't like your web site" - they can seize it, and you have no legal recourse.
You mean the "domains" that >99% of users can't even resolve, which can't be used to send or receive email, and which you can't have SSL certificates issued for? Don't be daft.
That's the nature of 'private' domain registration used more commonly, at least to some degree for many private registrations. If you read the agreement, you are transferring your domain registration to the privacy service, and they forward stuff to you. I don't know what happens if they disappear, however.
No first hand experience, however.