Sort of. Open Pit mining can be incredibly dangerous, the dangers are just different. I haven't ever seen any numbers from MSHA breaking down the incident rates (I haven't looked to see if they even publish them, in a broken down form like that), but you can really get your ass in trouble in an open pit mine, if you're not cognizant of the highwall, keep track of the very large equipment, Not paying attention to blast times or barricading, or not paying attention to the Shovel Cables, and where the approved crossings are.
I'd suspect that the numbers of overall incidents are probably higher underground, but I'm not sure about actual deaths. I spent about 20 years working in/around/as a vendor to both open pit and underground operations, and just completely anecdotally, I mostly remember most of the underground reportable incidents to be less serious than the ones I saw in the pits.