Under normal circumstances, there's nowhere safer than Heaven -- a place where all the good souls collectively gather after their death. However, the world of Dragon Ball Z is far from normal. If anything, Heaven is a place where total cessation of existence comes uncomfortably close to happening. A character's soul is most vulnerable in the afterlife, with the always-present threat of being obliterated by a powerful villain who can just teleport over there.
While the strongest might defend themselves against threats that can depopulate planets in nanoseconds, characters can likewise end up obliterated forevermore in seconds. The instability of Heaven -- and the consequences of obliteration -- make it one of the most dangerous places in existence in the Dragon Ball franchise.
The Safety Net of Other Realities
Every other reality has a safety net that prevents an individual from experiencing the total end of their existence. Dying in the material reality means that being's soul travels to the afterlife. Even in Hell, as we learn in Dragon Ball GT, the souls of the condemned are functionally immortal -- perhaps to justify their neverending torment. However, once a soul leaves the other side without being revived or dwells in Heaven, as we learned in the Buu Saga, they risk being destroyed entirely. There is no rebirth if someone dies in Other World -- that's it.
Despite being a paradise, this risk of total obliteration makes it hard to feel safe or comfortable in Heaven. At least on Earth, there's a second life after death. A dead soul can still return with a physical body, blurring the lines between life and death entirely. However, the possibility of being totally annihilated makes it hard to justify such a risk.
Heaven Will Just Let Anyone In
The risk of two souls fighting and ending one another's existence is always a present risk, but making this more dangerous is how material creatures can easily enter Heaven by harnessing the power of Instantaneous Movement or Instant Transmission. This is seen most explicitly with Kid Buu, who materializes in Heaven after laying waste to various planets in the material universe.
Because of this, any threat or hostile can get into the afterlife if they possess the proper ability. Due to this and the increasing number of high-level threats, it's absurdly likely that any powerful enemy can travel to Heaven and obliterate everyone if they so desire. As a result, no one is safe.
This threat becomes even more severe now that the multiverse has opened up. While Zeno can destroy any reality with the blink of an eye, someone in Heaven can experience that same feeling of total obliteration if, say, Hit travels there for an assassination. If a threat arrives that someone like Pikkon cannot handle, Heaven is unguarded against total erasure -- as is everyone dwelling within it.
