Voltage is irrelevant. If a short releases the stored energy, all of it is converted into heat, since it has nowhere else to go. If stored energy is significant, and is released in a short enough time, this results in an explosion.
So, the safety-relevant questions are: how much energy can a capacitor store, and how much currency can it supply?
Voltage is highly relevant. The difference between a 1.2V supercap and a 100V capacitor with the same total stored energy can be life and death. Not to mention higher voltages make many things more volatile.
Stored energy can be released slowly by a simple resistor. You have a 1.2V supercap with a massive charge and significant enough resistance in the discharge path and you end up with something inherently safe. Again as voltage rises you have more and more problems, now you're contending with dust, water, and several other things that can cause you to arc across traces.
The higher the voltage the more volatile and the harder it is to control the release of energy against external factors.