In order to work batteries need to have a certain amount of instability built in, on a chemical level. Them electrons have to want to jump from one material to a more reactive one; there is literally no other way. There is no such thing as a truly “safe and stable” battery chemistry. Such a battery would be inert, and not able to hold a charge. Even carbon-zinc batteries are technically flammable. I think these guys are stretching the truth a little for the layman, or possibly for the investor.
Lithium in current lithium-whatever cells is very reactive. Sodium on its own is extremely reactive, even moreso than lithium. Based on the minimal lookup I just did, this company appears to be using an aqueous electrolyte which makes sodium-ion cells a little safer (albeit at the cost of lower energy density, actually) but the notion that a lithium chemistry battery will burn but a sodium chemistry one “won’t” is flat out wrong. Further, shorting a battery pack of either chemistry is not likely to result in a good day.