Dang... over here these CNG fueled buses are getting more and more popular too.
My car is modified to run on LPG since the stuff is 50% the price of gasoline, but that stuff is much safer. The problem with CNG is that it has to be kept under a huge amount of pressure to be able to fit a reasonable amount of it into a tank. These large tanks typically operate at 25 bar! If they get hot (such as in a fire) these tanks can rise to many times that pressure. So when such a tank fails it is like a few sticks of dynamite going off from the pressure alone, let alone the gas then igniting.
On the other hang LPG is much safer because it only takes a few bar to liquefy it (Even a normal soda bottle can contain liquefied LPG, but don't do that for obvious reasons) and is popularly used to run gas stoves and gas grills all over the world. The tank is easily way overbuilt for these pressures and if a leak happens its just a loud hissing before the tank cools down rapidly and goes cryogenic, limiting the amount of output (If there is not a safety valve that stops the flow before that). However its still very dangerous if a LPG tank ends up in a fire, it can build pressure faster than a relief valve can cope and cause it to explode with a lot of energy.