But there are many capable languages to develop memory save web applications (Haskell, Go, Rust, Java, Python, TypeScript, Elm, Clojure, ...), so why would one choose one that's not save?
For starters, Go is not even memory safe. That aside, there are many reasons to choose a different language, memory safety is only one of very many tradeoffs that you make when choosing your tooling. In Bun's example, extreme performance has been achieved which no comparable alternative provides. Neither performance nor memory safety are "better" or "worse" by themselves, it's a matter of which tradeoffs you choose.
But there are many capable languages to develop memory save web applications (Haskell, Go, Rust, Java, Python, TypeScript, Elm, Clojure, ...), so why would one choose one that's not save?