The expensive ones do so you get more of an OEM infotainment experience. I guess you could potentially cause a crash over the CAN bus but there's a very small overlap between cars that allow you to swap out headunits and cars that can be controlled enough over CAN to cause a crash. Other than commercial vehicles, I don't think there are any new cars that have DIN stereos anymore.

Can't vouch for all car architectures, but in most cases the head unit is QM and safety domains are usually segmented from each other. So even if the head unit talks CAN (it needs to get car data somehow) it will only communicate with the rest of the car through a gateway that will not allow it to take any dangerous actions.

Mine does. Its dashboard shows fuel level and a bunch of other things and I can bring up a speedometer/rpm app.

I believe the connection exists because the steering wheel buttons/iDrive talk to the original head unit over CAN.

Many do - the one I was looking at for my vehicle in particular uses it to restore the steering wheel controls (which are broadcast over the CAN-B low speed bus)