I have no hands on experience with these speakers, but do deal with a great deal of similar speakers by other manufacturers on a daily basis.....
The crossover switch on many similar speakers claim to provide the ability to increase / decrease the higher tone production of the tweeter.
On 3-Way versions they will also have one for the midrange. Since the crossover on these speakers are a passive design, it is not possible for them to enhance the frequencies and at best can only reduce them. So with switches that may have +3, 0, and -3 db settings for example, at the +3 setting, it is just allowing all of the high frequencies to reach the tweeter that is being sent to it from the amp.
The other settings use different capacitors to reduce them.
I always leave them in the highest setting. If you feel you want to reduce the treble to suit your taste, you can easily do so via your A/V Receivers equalizer / tone controls, often with the remote control.
No concern about the open back design being a safety issue as far as fire.
As far as the Speaker Crossover Settings on your A/V Receiver. One of the downfalls with most flush mount speakers is their bass response. Being that they don't have an enclosure specifically designed for the driver "woofer" their bass response will generally fall short from that of a bookshelf / floor standing speaker using the same sized driver. With open backed flush mount speakers, the amount of bass response you will hear will vary in every installation as each will provide a different "enclosure" behind them. Be it a non insulated wall with or without installation providing 2 cu. ft. of area, or a ceiling providing 2,000 cu. ft of area.
If the speakers are not reproducing bass below 120 Hz. any lower tones being sent to them will not be heard, or worst, only heard as distortion.
Here is a test you may wish to do to see if it is worth setting them at a lower crossover point.
While playing an action scene of a movie in a surround setting that utilizes the Surround Back speakers, remove all of the other speaker wires from the A/V Receivers terminals and turn off the sub. Now that your listing to only the soundtrack being sent to the Surround Back Speakers, switch to the lower crossover point. If you actually hear clean lower tones being reproduced from your speakers, it may be worth leaving it at that setting. If you don't hear any additional bass response, or worst hear distortion, you will know it is best to leave it at the higher crossover point.
"if you can't find the answer to life, change your questions"