Making explosives is generally fully legal in the US, so IDK if there would even be safeguards for US hosted AI, since there's no real legal issue with doing it. Basically no federal regulations for non-commercial production so long as it isn't stored or moved anywhere, you can literally buy tannerite off the shelf in a sporting good store, "synthesize" it by mixing it and then blow up a huge bomb legally, no license required. YouTube is plastered with people inside the USA making TNT and other materials and then blowing them up.
AI safety is really brand safety. They don't want to see any more headlines like "You won't believe what OpenAI's chatbot told me!", which was all the rage early on.
Have you tried chatbots? They invoke AI safety for lots of (very) legal things. The whole point is not to allow people to make bombs.
Legality has nothing to do with it.