Its reasonable that side effects are possible. Escaping something can be a never ending story. By the way, I have an combination of Textfield, ValueSetter (to split the term) and an ArrayValueSetter (to build a query part) which alreay brings an double escaping. But a normal pulldown module escapes fine. I totaly understand your concerns.
Regarding the checkboxes module, I'm not shure, but there might be a point in your code which escapes the backslash itself. Every backslash will always escaped by the module, only quotes and pipes are not escaped.
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