It's not quite clear which Scene 5 you are referring to; however, Scene 5 of Act 1 is the only Scene 5 in which any of Romeo's friends express concern for safety. However, the only friend of Romeo's that has a line in this scene is Benvolio, Romeo's cousin, and Benvolio is more concerned for the safety of both he and Romeo, rather than just Romeo alone. Below is an explanation of why Benvolio is concerned.
Benvolio, towards the end of Scene 5, Act 1, becomes concerned that it is now time to leave the party and tries to encourage Romeo to leave immediately with him. Benvolio sees that it is now time to leave because the party is beginning to break up, and if they don't leave immediately, they run the risk of being noticed by the Capulets, which would endanger both of their lives, as we see when he declares to Romeo, "Away, be gone; the sport is at the best," meaning that it is time to leave because the best part of the party has past and people will soon be leaving (I.v.127). Benvolio is certainly justified in being concerned about failing to leave immediately because, as we see from the very first scene, both families want to kill each other.
Romeo is also concerned about leaving immediately, but for different reasons. Romeo has just discovered that he has fallen in love with the enemy, which would also endanger his life. We see Romeo express his fears when he ironically replies to Benvolio, "Ay, so I fear; the more is my unrest" (128). Romeo is saying in this line that his uneasiness is even greater than Benvolio's because he has just discovered that Juliet is Lord Capulet's daughter. Romeo had a sense of foreboding about crashing the ball that night. He prophesied that it would lead to his early death, and now, he is beginning to sense that his prophecy was accurate due to the jeopardy that falling in love with the enemy puts him in.