For pedantry's sake: Falcon 9 blew itself up once an anomaly was detected. The Air Force kill command was not sent until dozens of minutes after the vehicle disintegrated.

The rocket can initiate range safety itself like that?? What happens if a pressure sensor in one of the tanks fails a second after liftoff?

The F9's fuel is just rocket-grade kerosene, nothing particularly dangerous or exotic. The thrusters on Dragon on the other hand use monopropellent which is very toxic, but Dragon survived and impacted the sea.

On the other hand, the oxidizer, LOX aka liquid oxygen, is a bit exotic and certainly dangerous in many ways. In general burning and dispersing as much of this and the rocket itself way up there is good, although of course the flight path is designed to be as safe as possible for failures.

It's not really that nasty in terms of toxicity, it's mostly just that you don't want the huge fireball and resulting pressure waves to happen anywhere near people or infrastructure.