Actually both are relatively the same safety wise if used as directed. With the climber it is easier to have your safety harness attached to the tree and slide it up as you go. With the lock on, it is a PITA with the harness trying to get it over the tree steps/stick ladder. If you go with the lock on, be sure to get yourself a harness with a climber belt to install your treestand and then a 'lifeline' rope for getting in and out during hunting season. This lifeline attaches at the top (above your stand) and at the bottom (ground) and has a sliding loop that you attach your harness to in case of a slip.
You rarely hear of an accident caused by treestand faliure or while in the tree. most often falls are from getting on and off the stand. With a lock on, you last step should be level or just above your stand so you can step over onto it and not up onto it.