There was a few cases years ago that stoves had 'blown up' because people hadn't turned the top cover (trivet) thing over, so heated the canister and result was disaster.
I stopped using them years ago, only because I had a can puncture in the car while traveling. The cans are very thin and long corrugated roads can see things move and rub. It was a big enough scare to think what could have happened if it ignited when the can punctured.
If i need a small one burner stove I use a coleman dual fuel stove with shellite. Not cheap, but good quality.
Like anything, just use commonsense and the risk should be minimal. There is some risk in everything in life.