Well as long as you install and maintain them properly you should be fine.
However I have had nightmares about coming home to find a tank empty of water due to a pipe popping off, and the carpet/wood floor destroyed!!
I think the missus would kick me out
In general yes they are very safe. Iv had 8 external filters and had no problems with any of them. 1 did have a leaking seal once but nothing to worry about. Just changed the seal and job done
I have used externals for 20+ years with little problem.
I did however once have a leaking seal and came home to an inch of water on the lounge floor.
On another occasion one of those ribbed hoses split again leaking everywhere. (I use rigid pipe now)
I got a second hand one recently with a second hand tank I bought. The previous owner said it was a little leaky when tipped so kept it in a plastic box in the cupboard in case it leaked. I replaced the seal and haven't had any trouble with leaking at all.
I've heard of externals leaking before, but never on a scale of a flooded floor. It tends to be small drips down the side of the canister, and is normally a problem with the sealing ring.
I have 2 running and have been for well over 2 years and I am yet to have a problem with them, I was a little worried when I went on holiday but came back and there was no problem.
One of my pipes split while I was away for a few days (my fault, I'd been messing with it), only dropped half an inch on the tank, floor is stone out there. Otherwise I've had more floods from internals spraying out of the tank than externals leaking.
As long as you fit the pipes correctly (don't over tighten the connectors, for example) they're no more risky that anything else that carries water; water mains or washing machines etc.