You are pretty safe in general, but as they age, # of cycles, they can also become more unstable . . . mostly looked after and following best battery practices, they will be safe for many years.
The hard outer cases on the DJI batteries, together with the intelligent charging, discharging, is a real benefit.
These aren't like soft pack lipos you see in FPV (style) drones.
DJI batteries might be suspect if they get a heavy impact, from a crash for instance (you'll have more than the battery to worry about then though), cracked casing, or if they get damaged by piercing etc, THEN they can pretty much smoke, the develop thermal runaway to flame out quite fast.
As a precaution charging, try not to leave them alone when charging, be in the same room doing some tasks etc if possible.
At least put them somewhere safe, I use a large baking dish, place on an oven tray on top of the stove, so if something did happen it'd be reasonably contained.
When lipo batteries do go, the do give out a fair amount of messy (and toxic) Fluoride gas, something to be aware of in placing them for charging.