Yes, of course they are. They move at speeds that are astounding with very little protection offered to the user. This is not to say I think they should be outlawed or anything like that but they are most certainly dangerous. Of course, a little bit of danger is the spice of life.
Rocket sleds are dangerous, as are motorcycles, skateboards, automobiles, kitchen knives and electric fans. It's how we use and respect these instruments that determines whether they cause us harm. Accidents happen, they are inevitable, and we learn from them and constantly work to increase the safety of things so that accidental deaths can be reduced.
Yes, rockets sleds are dangerous but then again. So are cars, so are airplanes, so is sky diving. It doesnt matter whether something is dangerous or not, there will always be something just as dangerous if not more. Sports like these are meant for people who like the adrenaline, the rush, etc. Not for prudes who want everything foam padded.
Mostly anything that is used improperly can be dangerous. If you are a professional and practice the proper safety procedures than you can maneuver it right but for others who aren't very well versed in certain things they can be extremely dangerous and that is what people fail to understand when they undertake the same things that professionals do.