They are no more safe than sending a message like this :). Except you would be the only person it’s targeted for. besides the admins of both instances can read them as well.

Which is why I’m the web interface it says it’s not safe/e2e encrypted.

Worried about it? Add a matrix handle to your profile and then it enables a “send a secure message” button in the UI. And redirects people to use matrix to send messages to you