I also have one of these campers, and can affirm what TBRT says. We, and other Nimbl owners, regularly camp in winter in the Rockies and other cold locales. The camper is warm, even with the tent section. I think this camper is better in winter than a van based camper with a big opening to the cab. I have been told by van owners that is very difficult to effectively insult the cab or block off heat loss to the cab. (A camper like an EarthCrusier or GXV with a smaller pass thru would not have this issue, though; I think.). We have camped in a lot of wind and flapping or wind noise has never been an issue.
As for safety, sure I guess someone could climb up and cut through the tent section - they would need a ladder or have to climb up on the roof of the truck - but also someone could break a window in the cab of a camper with a pass through and get in that way. Being able to get from the camper to the drivers seat would occasionally be nice, but more from a weather perspective than a safety one. But, if you have anything outside, or are parked on leveling blocks, you are going to get out anyway. And, being able to get from the passenger seat into the camper while driving would sometimes be nice (to grab a cold drink, or deposit the previous cold drink into the toilet, for example). I am not sure how often we would use that ability in practice, but it does seem like a feature that would be useful.
Everything is a trade-off. All in all, the trade-offs of the Nimbl design work well for our use cases, but everyone is different.
