You can still have comparisons between the rich too, so Bezos is richer than Gates and he's also the richest if you're just considering the pair. But add Musk to the mix, and he's no longer the richest.
I guess that last example looks like you have two attributes - rich as some objective "has a lot of money" and comparatively rich (richer, richest). For safe, it's kind of similar, except that as soon as you are saying one thing is safer than the other, then you are implicitly acknowledging that there are areas where the thing isn't safe, and if you're admitting that you can't also call it safe without contradicting yourself.
In general you're right. For safety it's just that 'safest' implies some sort of practicality: the best - most safe - from a set of options. But the safest option isn't necessarily strictly safe.
(Say your dog's stuck on a roof on a windy day, you decide the safest option is scaffolding (safer than a ladder or free climbing), but it's not safe, you just insist on rescuing your dog.)