Absolutely, for people who do not know what they are doing. Anything with high voltage capacitors is dangerous unless you know how to safely discharge them, and the magnetron in microwaves specifically.
Yeah, you're absolutely right. A bug in kernel programming might erase your filesystem and require you to restore from backups; a bug in handling high-voltage capacitors erases you.
The magnetron can have insulators made of a toxic substance that can be dangerous as a dust. This guy is just using the transformer for it's convenient laminates and primary winding - probably could have used a similar transformer with suitable current handling capacity but dead microwave ovens are fairly common. I have 3
As far as I can tell, that's a myth --- beryllia was only used in military radar magnetrons, not consumer microwave oven ones. It is extremely expensive, its other characteristics are not required, and its toxicity requires special handling measures during manufacturing, so alumina is used instead.
It's less dangerous than servicing CRT televisions/monitors.
If you know how to safely discharge the big capacitor and never try to energize (or dismantle) the magnetron, it's pretty benign.