The sulfur truck was probably transporting it probably to create sulfuric acid, which has a number of industrial uses.
Sulfur apparently mostly comes from the refinement of natural gas or petrolium, and 85% of the world's supply gets converted to sulfuric acid (I did not know these things before I looked them up).
I don't actually think it's actually very dangerous in it's pure form. Though it smells awful.
But why ship it molten? That involves some fairly significant heating costs, if nothing else.
EDIT: And chemically dangerous or no, molten sulfur would give some pretty serious burns on account of being a bit warmer than boiling water and there being an entire tanker full of the stuff.
Actually, given liquid water's ludicrous heat capacity, water just below boiling (so 100 degrees) would burn way more than sulphur would. I won't calculate it though.
PPE:
Okay nevermind Wolfram Alpha makes it so easy.
Since we're going burns, I'm assuming human body temperature is where we're going, and that there's an entire tanker of liquid transferring heat into a person because it's easier. An example sulphur trailer I found contains about 14.385m^3, so that's how much liquid there is.
Liquid sulphur has a density of 1819 kg/m^3, so that means there is 26166.315 kg overall.
Water is easier to calculate, being 1000 kg/m^3, so 14385 kg of water.
Water boils at 100 degrees and sulphur is kept at 140. In both cases their temperature will drop to 37. So for water that's a drop of 100-37=63 degrees, and for sulphur it's 140-37=103 degrees.
Specific heat capacity of water is 4184 J/kg°C, while liquid sulphur is 705 J/kg°C.
That makes the energy transferred from the sulphur 26166.315*705*103=1.9*10^9 Joules transferred.
For water it's 14385*4184*63=3.79*10^9 Joules transferred.
So the water transfers just under twice the energy as the same mass of molten sulphur (at boiling and transport temperatures respectively)
So yeah, boiling water would still be worse than the molten sulphur.
And yes I realise that I didn't need a specific volume and that my rounding is inconsistent, but the point gets across.