I have had to many issues with safe mode that could easily be resolved with a few simple changes. On occasion, I have seen radios with connection issues that I try to put into safe mode to test something like a different channel width, that don’t actually go into safe mode. Winbox still displays the “Safe Mode” button as being pressed, but the radio does not reset. It is my belief that the packets go undelivered, and there is no confirmation required from within winbox. Could safe mode status be logged in future versions so that we can verify that the radio did receive the status change?
If you are concerned that Safe Mode is not actually getting set when you click the GUI button, try instead to open up a terminal window in Winbox and hit Ctrl-X. You will get immediate confirmation that Safe Mode took effect when the CLI prompt changes to reflect the new status.
It has been a while since I have tested this, but I am pretty sure that as long as that terminal remains open, Safe Mode should be in effect for anything else you do in that same Winbox session, even outside of that terminal. You should be able to easily test this yourself on the bench by enabling Safe Mode this way and then doing something to the configuration that cuts off your connection to the router on purpose (e.g., disable the network interface that you are communicating to the router with).