I'd weigh in on the side of not a safety risk. While you have added an access point, you have also added a deterrent. Doggy door says doggy, which is a pain in the ass to robbers. Anyone that isn't deterred by a dog of unknown make or model, probably isn't going to bother squeezing through a doggy door, they'll just smash your windows and come in guns a blazing.
That said, there are probably a few tweakers out there that won't think things through and start crawling through that door, but overall, I think the risk assessment favors installing the door.