I imagine its perfectly feasible to make lamps at home and make them safe... of course that requires doing something 'properly' which I think is an alien concept to the majority of upcyclers (as usual, apologies to any doing a good job).
Personally one thing I think the lamp market is missing is some decent lampshades. The ones in mainstream shops are expensive, boring, often badly made and worst of all just don't look very nice (least in my opinion). Thats something useful upcyclers could do, make some of those nice parchment and leaf lampshades like my grandmother has... cannot imagine they take long to make and alls you needs is wire, parchment and some dried leaves/grass/flowers.