Safe always implies avoiding a damage; which one is defined case by case.
I've always interpreted the word 'safe' in NSFW as avoiding you to lose your job if caught by your boss.
There's nothing else inherently wrong or unsafe in nudity.
You know NSFW means "not safe for work", right? Safety has different meanings in different contexts. There's also a space of advertiser-safe content.
Yes, they are considered not safe for work.
"Safety" as in "trust and safety" or "brand safety."