I have a few of these as well. Electric resistive heating like this is pretty safe. There's no control logic or anything, just a passive, high resistance wire. If a wire breaks it's going to just stop working. Unless you plug it in in the wrong country there's really no way for it to overheat.
Not to mention cats are pretty smart and will just leave when they're uncomfortable.
It would need to be a fuse on each branch of the heating element. And even so, sometimes a defect in one line of the heating element causes it to catch on fire anyway due to the concentration of current.
For me, the worry is always a combination of potentially scratching through any protective insulation layer and then some type of accidental moisture (either urine or water). I'm a little too paranoid to keep them around.