Tubes can have high voltages and big amps in an power amplifier output tube. Yes power tubes can very rarely 'explode' and start on fire (usually, but again, rarely other stuff starts on fire because the tube shorts out)
Some stories of spectacular tube failure in big tube amps.
NEVER leave a tube power amp turned on, unattended.
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For preamps..I would NEVER worry. A tube might fail, but it would be a small problem, and would never start a fire.
I feel safe leaving a tube preamp turned on unattended for short periods of time. (for preamps with power supply tubes, this is a bit more danger if the power supply tube fails, but that is rarer, but if a preamp HAS power supply tubes, do NOT leave it unattended.)IMO
And yes, a failing power tube in an amplifier can do damage to other things, more or less depending on design. Output transformers lessen the chance, OTL designs increase the chance. Some other designs more or less, depending..
Tube amp owners will say they are safe.
I would not buy a tube amp,(if someone wanted to give me some for free ..with piles of great replacement tubes..I would use it!)