That is such tripe. Facebook carries risks like any website on the internet. Learning to recognize the problem posts and scam/phishing posts take s alittle time, but once your feed is cleaned up, it is completely safe. As long as you and your network post clean material, your respective feeds will be entirely safe. I have not personally seen a threatening link in my feed in several years.
It is a person's choice to not use certain social media websites, and I can certainly understand the myriad reasons why a person would make that choice, but to imply that it is less-safe than anything else on the internet is dishonest.
As a budding secularism and atheism activist, my connection to social media is necessary to stay on top of social issues, but if you have no such connections and have no interest in being on social media, then by all means, do what you feel is best for yourself.