With the rapid development and deep integration of artificial intelligence and automation technologies, autonomous unmanned swarms dynamically organize into multiplex network structures based on diverse task requirements in adversarial environments. Frequent task variations lead to load imbalances among agents and between network layers, significantly increasing the risk of enemy detection and destruction. Existing approaches typically simplify multiplex networks into single-layer structures for task scheduling, failing to address these load imbalance issues. Moreover, the coupling between task dynamics and network multiplexity dramatically increases the complexity of designing task migration strategies, and it is proven NP-hard to achieve such load balancing. To address these challenges, this paper proposes a risk-aware task migration method that achieves dynamic load balancing by matching task requirements with both intra-layer agent capabilities and inter-layer swarm capabilities. Simulation results demonstrate that our approach significantly outperforms benchmark algorithms in task completion cost, task completion proportion, and system robustness. In particular, the algorithm achieves solutions statistically indistinguishable from the optimal solutions computed by the CPLEX solver, while exhibiting significantly reduced computational overhead.