For someone who claims to take a principled stance on these sorts of things, it feels very unprincipled to leverage the risk that others take in e.g. carrying a cell phone.

Consider that there are two components here: one is that Stallman is uncomfortable with the risk of carrying a tracking device (aka cell phone) around with him. The other is that he wants to make it known that people shouldn't carry cell phones because of that tracking; part of his platform is advocating for and against things like this.

If he was merely worried about the risk, and was just out to protect himself, then using someone else's cell phone (which would be at hand regardless of whether or not he used it) would be a perfectly reasonable, pragmatic thing to do. Transferring the risk, as you say.

But using someone else's cell phone is a violation of the principle. How can I take his advocacy seriously if he freely admits that we need cell phones out in the world, otherwise it's even too inconvenient for him to go about his business?