The connection is with energy density. Higher energy density leads to higher volatility.
So the issue with any energy storage device is stability.
I guess my question is do the safety risks associated with energy density really apply to a passive device such as a super cap (Graphene or otherwise) compare to the risks associated with devices using chemical-based storage (Lithium etc)?
Well we know that failing electrolytic capacitors do sometimes explode. I've had them pop on logic boards, both during testing and passively due to age.
They usually leave a scorch mark on the PCB. And smell pretty bad.
Which is why I'm pointing out the energy density issue, because if a cap had the storage capacity of a larger battery... would the failures be more or less catastrophic?