MOST dry setups have a adapter that plugs into the fuel pressure regulator, this will raise fuel pressure when you spray.
The wet sprays fuel and nitrous through one jet, or a plate system. The wet is the one that needs a purge, if you hit it without purging your car will bog because the nitrous goes from the bottle to the solenoid while the fuel is already there. This can cause the fuel to pool in the intake for a couple of seconds and can be potentialy dangerous. The dry you just purge in the burnout box while frying the tires.
I sprayed both systems without a window switch or FP safety switch, the FP is the only one I would have liked. I've never had a FP die on me, but it could happen. Although I'd be willing to bet that the engine would just die, spray or not. Nitrous is not flamable without fuel, ask the dentist.

The automotive grade is just tainted with sulfur so junkies don't use it. I have gone off the factory rev limiter while spraying without problems, it did just like it does normally. It did scare me tho.