Especially when flying over Europe, and especially for Churchill. Flying from London to Tehran would've required flying over Germany, unless a detour was taken.
A detour was indeed taken; the year before the Tehran conference Churchill actually flew to Moscow, his route was from RAF Lyneham in England to Gibraltar, then over North Africa to Cairo, from Cairo to Tehran, and Tehran to Moscow. The risk from enemy aircraft was relatively minor, though couldn't be entirely discounted (particularly when he flew from Cairo to inspect positions around El Alamein; a transport carrying General Gott was shot down on a similar route two days later) but all flying was dangerous, air crashes during the war claimed thousands of lives including dignitaries such as Prince George the Duke of Kent and General Sikorski, Prime Minister of the Polish Government in Exile.
For more on the travels of Churchill, Roosevelt and others see the most recent version of my work in progress, How did world leaders (particularly the Big Three) travel during WW2?, though I'm afraid it's only reached mid-1943 so hasn't even got to Chiang Kai-shek in Cairo, Stalin's one flight (to Tehran), and Roosevelt narrowly avoiding being torpedoed by his own escort.