Well, I tend to agree that zapping while sleeping could be risky with some of the zappers that you have used, especially the ones that plug into the wall. That is kind of like driving a bulldozer while sleeping. Just not a good idea.
On the other hand, I have slept with mine several times and have never had an issue.
Safety comes in battery operation, lower voltage, and current limiting.
Greater accuracy of frequency and multiple frequencies more than make up for the lower voltage.