It's most likely due to the fact that it wouldn't be much of a run. It would be more a long the lines of "Can you stay up for 10 hours mashing X and pressing up on the analog stick". That's just my opinion though, there could be more to it. EDIT: Additionally, thinking about it, I believe Safety, unlike easy, grants extra experience and money, which makes it a fundamentally different run all together.

Safety can't be gotten out of as well, unlike Easy/Normal/Hard/Merciless. Once you lock-in Safety difficulty, you are fixed into it for the entire game.

Safety just has some dumb problems additionally, like not being able to recruit Persona's early on because you simply kill them outright with any weak attack.

It would probably be easier for NG+ to be considered over Safety most likely.