The fuse on our microwave has gone out several times, and it's been replaced with out incident those several times, when the unit is turned off, and disconnected, it is very safe, the capacitors do not, to my knowledge, store energy while not in operation, as that would just sit around for hours between uses and eat up valuable energy for no reason (and make a fire hazard).
If your microwave is something like 20 years old, i would probably be concerned, if it's any thing newer it's going to be pretty dang safe if it's unplugged.