My understanding is that you're risking your life going to sleep with the heater you linked to in an enclosed space. You are using the air you breath as the oxygen source for your heater. And any incomplete combustion in the heater can result in CO (carbon monoxide) build up in your space. A lessor issue (from a safety perspective) is that you'll get a lot of condensation from the heater in your tent, which can make life uncomfortable.
What does the Propex heater have going for it? It isolates the hot air you breath from the air it uses to burn the propane. By placing the body of the Propex heater outside your space, you avoid condensation issues, CO issues, and just get to enjoy warm, dry air.
I keep reading that people do use cheaper propane heaters, e.g. Mr. Heater, in their tent, but in all cases, they run it for no more than 10-15 minutes, ensure there is a fresh air source, and make certain they are awake while it is running.