I can't comment on the safety aspect, but just imagine the size of the conductors in the distribution grid if we'd have gone the DC route. There wouldn't have been enough copper in the world.
Some of the super high voltage transmission lines are DC now. To bring DC to the home requires highly efficient DC-DC converters, however. In the beginning, transformers were a very nice way to transform voltages up and down. To do this with DC requires high voltage semidonductors.