However, you are right that a minimal precaution would be to wrap the tube in a transparent plastic film, preferably glued to the glass, in order to contain any broken shards.
I also had no doubt to believe it wasn't a glass neon tube.
Though, what happened to the other end of the wire?
I have no idea if the cage was grounded or not. I assume it wasn't, which should have been fine if the connection to the tube was outside of his mouth.
But then you move further from magic and closer to acrobatics and things like tightrope acts without nets have real danger.
Even the NFL has a good amount of danger during every game -- and people get injured.
But spectators have died during Airshows [0] and during, say, the Indy 500 [1].
[0]: https://www.history.com/this-day-in-history/air-show-acciden...
[1]: https://www.sportscasting.com/indianapolis-500-tragedy-rarel...
Properly aligned you can fit the two ideas together, but I think they kind of personal mental arranging of ideas is exactly what they want to leave you with.
I would not immediately believe a performer saying that. Saying something is extremely dangerous can be part of the performance.
In this case the tube may not have been made of glass, or there might have been a layer of plastic between the glass and the metal cage.
That wouldn’t make it zero risk, but certainly would have decreased the risk.