I wont say that taking a torch to a rim will NEVER cause a problem,but after seeing many rims cut off junk cars at the junkyard with a torch,and no explosions resulting,I'd have to say it would be an extremely rare occourance--I cut many off myself,after cutting the valve stem off first--if it was already flat and dry rotted,we never bothered too!..we set a few tires on fire but never had one blow up..my co-workers were braver than I,they cut some off while still fully inflated!..
One trick to get stuck rims off,is to get two lengths of 4x4 posts and arrange them against the back lower edge of the rims on the inside,after jacking the truck up,and place them against the bottom of the diff housing,in ^ fashion,,and let the jack down..leave the lug nuts loose and whack the axle center with a sledge..usually the rims pop right off that way..we tried driving a few junkers around the yard with NO lug nuts,even did a J slide and burnouts,and they still refused to budge on a few cars that sat forever in the mud!..