It's far too complex to boil down to "more safe in, less safe out", really. So in that the Remain camp is being more than a little dishonest, although to be fair various of the media also exaggerated the point they were making.
The point is that the EU has played its part in maintaining peace amongst its member nations, that the UK leaving the EU risks destabilising the EU as a whole, and that the more divisions exist the more there is to fall out about. I hope very much that no-one is seriously suggesting that a UK v. EU war is going to happen (the probability of this is basically exactly zero), but if Europe becomes more divided then certainly that provides less favourable conditions for keeping the peace, almost by definition.
Is the greater risk that follows really all that significant? Hard to say. Very possibly not, but the last major war on European soil was still more recent than the last referendum we had on membership, so we should at least not be complacent either way.