I don't think that unloading your firearm in a reasonable manner can anymore dangerous than any other time a firearm is loaded, if it is, then either 1) you're firearm's internal safety mechanisms have been compromised, 2) the user has broken a safe handling rule, such as placing their finger inside the trigger guard. Guns don't just "go off". Something has to happen to make them go off. Smokeless powder, primers etc are some of the most stable combustables there are... much more stable than even gasoline. There are things that can make a gun fire without the user intending it to, but there is ALWAYS a reason behind it.

But again, as you pointed out, the method you teach is certainly safe as well. And it goes to show that taking a little time to be careful will always help keep everyone safe.