Safety in Laax is mainly about your movement on the slopes and downhill slopes. There are plenty of rescuers who respond to any distress call immediately. If there is a risk of avalanches in the mountains, these sections of the pistes are immediately closed off, making sure that no one enters the dangerous area.
So it all depends on your care, the quality of your ski equipment, and your attentiveness. Be careful, and no trouble will happen. As for crime, there is virtually none in quiet Laax. Of course, there are all sorts of visitors, so just keep an eye on your belongings when traveling in cabs or shuttles.