What he means by "being dangerous" are things like os.remove(), os.removedirs(), os.chmod(), etc. He wasn't talking about crashing your own Python code, but being able to do dangerous things to the OS you're running it on.
Python's os module is not exempt from permissions - it's obviously "dangerous" if you run the interpeter as root then start doing silly things like passing GET parameters to os.remove() directly... But that, IMHO, is no longer dangerous - that's just stupidity.
Really, there's nothing remotely dangerous about Python - in terms of using import os (excluding the above example which I consider idiocy), it's no more dangerous than elevating to root!?
[EDIT] I would argue that not knowing how something works is more dangerous, but that typically falls under the banner of ignorance.
To screw up is human. To screw up a million times per second takes a computer.
In absolute terms, the two are equivalent. But the capacity for your Python program using os.whatever to unpleasantly surprise you is much greater.