Probably shouldn't... but I have on many occasions now left my pit alone, while I was off site. Sure, anything could go wrong, however in 5 years, never once cooking bellow 300F has any of my pellet grills had grease fire. I have had one or two smoldering auger tube fires, but haven't had one of those in at least a year.
Now, not all pellet grills are created equal.... Fast Eddy PG500, for example... and probably even to a greater extent a PG1000. These pits would be really hard to have a grease fire while cooking on the indirect side. Virtually impossible really , to have a grease fire in one while cooking indirect side. I suppose anything is technically possible, but it really would be hard to imagine exactly how it would start. On the indirect side... well I wouldn't cook something over there unattended.
Meanwhile... So, those of you who who really do have concerns... Do you get much sleep at night when you cook overnight? or don't you do overnight cooks. One of the main reasons most of us buy a pellet grills is so we don't have to babysit them on those long overnight cooks.