That may be a part of it, but it's definitely mainly safety. Even countries where people have always done their own fuel have the rule.

Car engines are hot and are obvious ignition sources. During normal operation the fuel is nicely contained and that's fine. When refuelling the fuel is not nicely contained and can spill. This is an explosion risk.

Its a very small risk admittedly, but still present.

I'm not aware of any incidents at fuelling stations (though am sure there are some) but am very aware of industrial accidents where trucks have left their engine on around hazardous materials and caused an explosion. I'm sure there was a very serious one in Texas in early 2000s.