Supercapacitors can be several times more dense than lithium-ion batteries (both in terms of energy per kg and per liter), and you could add lots of armor around supercapacitor packs with that much weight and space savings.
The main problem with capacitors is self-discharge. For supercapacitors, losing only 10% of their charge per day (open-circuit) is considered "
extremely low", at least when compared with the previous state of the art, which basically lost their entire charge in a day, give or take. A lithium ion battery loses about 5% per *month*. Until they reduce the self-discharge rate by close to two orders of magnitude, none of the safety concerns will even start to matter.