I don't have a particularly positive or negative opinion of the technology here, but the one good reason I can see to treat these machines as inherently dangerous is because they take all the kinetic energy of something traveling faster than a car and add the gravitational potential energy of something hundreds of feet off the ground, while not being constrained to a well-defined corridor that you can protect with safety barriers.
When cars meet stationary objects at speed they tend to make a mess. These things are likely to be lighter, but when out of control they'll be going faster, and this thing specifically, when it goes bad, will go bad carrying several hundred kilos of lithium into an uncontrolled energetic event.
If risk is probability times expected outcome, my estimate would be that Lilium comes out worse than driving on both sides of the formula. That's not a reason per se not to do it because, like you say, let's gather data. But the basic physics of the situation is also not something to ignore.