After the download was finished I noticed that the md5 checksums of the files from the torrent were different then of the files from bitcoin-core.
Why could that be?
The download they provide is a Bitcoin Core data directory. The data directories of two nodes are not likely to be the same.
This is because blocks are downloaded out of order. Since blocks are written to disk in the order that they are received, the blocks will be in a different order from node to node and thus the hash of all of the data will be different.
Furthermore, orphan blocks causes the data to be different because some nodes might have heard of an orphan block but another node did not.
Are there any security related concerns of using a block chain from a 3rd party source?
If it is more than just the blockchain but instead an entire data directory (includes folders like chainstate, blocks/index, etc.), then yes, there is. The concern lies with the chainstate database. This database contains the UTXO set and is used for validation. If the attacker provides a chainstate database that contains invalid entries, your node would consider those entries to be valid and thus accept invalid transactions that spend those entries.