IMO they both have different (and some common dangers), but overall I'd say MX is more dangerous. A lot of the risks can be controlled, though, by riding @ tracks that seem to be designed w/ a greater focus on safety and by taking your time in builiding up to big jumps, blitzing the whoops, etc.

The biggest danger w/ hare scrambles seems to be that trees don't move. I crash more in the woods than on the MX track due to "outriding the terrain", but usually I'm going relatively slow when it happens.

I wouldn't let concerns about the dangers steer me away from either one, as both are way too fun, and the risks can be controlled w/ good gear and controlled riding. Take a class or two as well, and you may learn some techniques that'll make you not only faster but safer as well.