Visiting the DMZ and stepping over the border for a few minutes within a UN building is, I am sure, infinitely safer than going on a tour of North Korea. It is not completely without risk.
When you take that tour, you get a briefing before going to the UN area. In that briefing, they tell you how many attempts per year North Korea has made to infiltrate South Korea across the DMZ. It used to be over 500 attempts, but that has dropped off to less than 300 in the last couple of years. You are also warned that North Koreans could attack--they are unpredictable, and have been known to attack and kill people working in the DMZ. You have to sign a waiver to indicate that you understand the risk of going on the tour.
I am certain that the North Koreans photograph every visitor to the UN area. On the North Korea side, there is a huge ugly grey building, with devices attached on the roof and on the front. I am sure that at least a few of those are cameras. This is not my picture, but I have several similar:
There are other pictures on the internet of people standing next to the Korean Soldier who guards the door that opens out into North Korea. I had my picture taken like that, too. I do not want to post pictures of random people here, though, since I do not have their permission to post their pictures.
South Korea used to let people go to North Korea to visit relatives. They stopped doing that about 3 years ago when a woman was walking on the beach and was shot to death. The North Koreans claimed that she was in a restricted area. Whatever. The South Korean government has deemed such visits too dangerous to continue. North Korea never reciprocated by allowing people to visit South Korea.
I have a lot of respect and sympathy for the people of South Korea. They live with the danger daily, right over the north border. It is not very far away from Seoul at all.