This is a canard. What's happening here, as happens so often in other situations, is that a term of art was created to describe something complicated; in this case, "memory safety", to describe the property of programming languages that don't admit to memory corruption vulnerabilities, such as stack and heap overflows, use-after-frees, and type confusions. Later, people uninvolved with the popularization of the term…
Haskell in general is a much safer than Rust thanks to its more robust type system (which also forms the basis of its metaprogramming facilities), monads being much louder than unsafe blocks, etc. But data races and deadlocks are one of the few things Rust has over it. There are some pure functional languages that are dependently typed like Idris, and thus far safer than Rust, but they're in the minority and I've yet to find anybody using them industrially. Also Fortnite's Verse thing? I don't know how pure that language is though.