There is a big difference between having a problem with fireworks and having a problem with religion, like in the OP. Asking for a "safe space" where you don't have to deal with your conscience is horribly absurd.
Asking for safe space where you don't have to worry about others trying to manipulate your conscience, OTOH, is not unreasonable.
At the same time, expecting formal services at the on-campus chapel of what is overtly an evangelical Christian university to be that safe space is somewhat unreasonable.
(Which is not to say that Dr. Piper's letter is itself a reasonable response to the scenario it describes.)
You act as if "conscience" is an objecively good thing, and not just the result of a bunch of totally arbitrary social expectations.
Gay people who grew up in conservative families often have a conscience that makes them feel bad about being gay. Gay people looking for safe spaces where they aren't reminded that they spent 18 years being told they are bad people is imminently reasonable.
Abused wives often feel guilty about leaving their husbands. Finding safe spaces where they don't have to feel guilty about doing the right thing is imminently reasonable.
So, no, it's not unreasonable to find places where you don't have to "deal with your conscience"
My concern is that silly things which people do, like say complaining about being made to feel guilty, will be used to paint safe spaces as 'silly' or 'unnecessary' when in fact safe spaces provide a very valuable function.