There are millions of cars built every year and if bad connections were causing fires they'd be using some sort of emergency disconnect that the driver could access to shut down electrical power. The fact that they don't use them tells me it's not a big problem. The issue can only happen when there's high enough currents to cause high power dissipation at a bad connection, and with GXL/TXL wire insulation fires are unlikely to happen in that scenario. It's not hard to make a good tight connection and it would have to be pretty loose to raise resistance enough to get hot. That's why you don't see this sort of thing happening much.

A bigger concern would be an unprotected wire shorting to ground. With no fuse to blow, the wire would literally get red hot and could start a fire if there was anything combustible nearby like a plastic wire conduit or plastic clamp. That's why I think it's stupid that VA doesn't specify a fuse on the switched A/C ECU wire. I will have one.

I have everything fused at some point, and fuses get smaller as my circuits branch. If any wire shorts, a fuse will blow before the wire gets hot. I will make sure all my connections are tight and that should take care of any potential problems. Usually a bad connection will show up as a device not working properly before it causes any other problems.