Depending on the particular martial art strikes could be light or even missing entirely as is the case of grappling arts such as judo or jiu-jitsu thus lessening the risk of head trauma.
Agree that judo/jiu-jitsu have far less risk of head trauma/concussion, but as far as sports go they are still relatively dangerous - I quit after having one too many injuries.
I would say probably the safest sport, and my current favorite, is Olympic weightlifting, although climbing is in many ways similar to jiu-jitsu, and much safer.