This article focuses on running, but it’s obviously relevant to triathlon races too. I think it shows what many here have already said, which is that racing is pretty safe. If there is a signifiant risk associated with triathlons, it’s the activities before and after the race (e.g. travel, restaurants, etc).
https://runningmagazine.ca/...9-linked-to-running/
https://runningmagazine.ca/...9-linked-to-running/