The setting off of rounds in the magazine is not limited to the modern centerfire rounds. US Army testers seem to have set off rounds at least once with the original rimfire rounds in Post-Civil War testing of the Henry. More than likely a round with priming compund in more than the rim, not an uncommon problem with early rimfire rounds.
The other issue is that the rifle can be fired with the bolt out of battery, this can be damaging to the gun and the shooter as the bolt flies open. Early in the production of the 1873 (1878) this problem was cured with the little device that keeps the gun from firing with out the lever pulled all the way up. This has been on all Winchester lever guns ever since.
The bottom line is the gun is safe, but is the shooter? If you are not inclined to be extra careful, use a 73, 92 or a Marlin.