Honestly, it's a lot more secure to allow them to use phpmyadmin through cPanel than if they put it on their account themselves. I've seen lots of security issues from customers putting thier own copy of phpmyadin on their site; I haven't seen any issues from use via cPanel. If one of your customers needs it, I'd recommend letting them use it via cPanel, rather than risk having them install it themselves. They'll only have access to databases associated with their account anyway.