By dangerous does he mean sex tourism?
The most dangerous thing in Russia would be std's
Even Moscow escort girls do bareback no prob.
Other than that only danger I would imagine would be traffic. Pedestrian crossings don't mean You can make it alive if You just waltz on, keep Your eyes open and only walk when You are safe.
Russia is pretty safe, there are more unsafe places in Europe to be honest.
But it depends on person, if You look like You are easy target You would probably get Yourself mugged by a priest in Vatican too.
Nothing wrong with dying in Russia too. If You happen to expire there then don't worry, there are plenty of foreigner ghosts to keep Your company. French and German languages would be very important while being a ghost in Russia.