You can cut yourself with the DE if you shave too quickly and rush through the process. That razor, in my opinion, is meant for taking your time and going slow and methodical. You're not gonna shave your head in 10 minutes using a DE razor.
I use a Fusion ProGlide and it gives me a smooth clean shave. I'm always pressed for time and thus need to be able to shave my head in 10 minutes or less. Therefore the DE wouldn't work for me. I do want to try it though, at some point.