Yeah feel like it's similar to don't look down the barrel of an unloaded gun. Sure, there's not supposed to be a bullet in there, but the risk if you're mistaken is too great. There's not supposed to be a train coming down those tracks, but would be pretty bad if there was.
My gran lived about 100m from Arsenal station, one of the deepest and safest in London. Instead of going there during raids, she took my mum and her baby son into the basement; she said the underground stations were for poor people. The smell was also pretty unbearable.