(I wrote a version of this several times before, before cancelling. Will I post this one?)
One of the first embarks I made, ever, featured an open-topped (flush) surface volcano, and a fire-imp[1] walked out and sparked a handy bush-fire.
A lot has changed since then, not the least my tastes in primary features of embark sites (and the change to four caverns, the lower being the magma sea with SMR and then ...dot dot dot..., rather than a far shorter column of rock with interesting underground rivers/bottomless chasms/etc above an undiggable base), but I've never really trusted uncapped magma since then. Happy to break into the top (for 'sighting' purposes, as well as the initial discovery break-through) but I never leave them climb-outable (and tube-top exits into a cavern are left alone save for the insight I get into where to find/avoid rhe magma through the layers below.
And then there was Climbing, as a new issue, but I already had tried to work on countermeasures to that before it was even an issue, so I was ahead of that game. Not the only game in town, though.
[1] Were there even magma-crabs, then? There were fire-vermin, definitely, wifh awkward quantum-tunnelling to adjacent tunnels through the (then quite jagged) magmatubes that gave the clever tunneller a few more ways to safely tap the side for magma, and the unluckier tunneller a few more reasons not to ignore the obvious warning signs.