I dont feel it is dangerous at all really to use a needle, given that has been the standard for so long.
Think of an EpiPen. Yes it is an auto inject, without an exposed needle, but used incorrectly could still cause a stick by accident.
ZIMHi could eventually come in an auto injector even.
Also, understand the rate of absorption for IM/IV injection is typically more stable than nasal mucosa; which can be nearly as variable as oral mucosal absorption, meaning it truly varies widely between people.
The extra 2-3 minutes is certainly an issue, but with personnel we can still adequately oxygenate a patient and keep things going well enough during the interval.