If they use hot weapons, or especially penetrative weapons, or if they fire at dangerous things. Richochets are not a noted issue.
p8 of the Director's handbook notes this as an example.
To disarm an unexploded warhead
Other examples include this, from the Kafer Sourcebook p56.
Firing a Kafer weapon is
considered "Hazardous," requiring a 3D6 roll on the
Failure fable. Depending on
the situation, mishaps may
result in injury to the character (trauma from the recoil
in firearms, burns from unshielded or hot surfaces in
plasma or laser weapons).
So, as a general principle, a hazardous task involves risk of explosions, recoil, burns or such, not accidentally shooting yourself. Is that likely to happen if you fire indoors, such as on a ship?
In some ships no. See p5 of Star Cruiser
Some ships have an armored hull. If so, this is noted on the
ship status sheet. Armor protects the ship's internal components
from damage but provides no protection for surface fixtures. Thus,
a hit on a surface fixture of an armored ship is resolved normally.
An armored, military ship is certainly not going to be vulnerable to small fire. Are ships in general vulnerable to weapons fire? Maybe. See page 46 of the Nyoketundo sourcebook
Three laser weapons are also among the gym
stores of the
One Mueller-Rivera P-3 pistol and
two Gonzalves-Brazilia "Luce-3" laser rifles are used for
marksmanship practice on board by those persons with an interest
in shooting. Practice lasers, however, are not combat-ready. They
have been heavily modified to make them no more harmful than
a particularly bright flashlight, since having live laser weapons on
board could be very hazardous to everyone. It would be possible,
however, to reconvert these weapons to combat use (as described
in Onboard Systems). Until these conversions are made, the
weapons are useless; once converted, their stats are as given in
the player handbook.
So, generally, combat inside with laser weapons or similar hot weapons (explosives, plasma weapons, heat weapons etc) should be considered generally hazardous if having things set on fire and burnt through. Combat around key systems should be considered more hazardous. If you open fire into your main reactor, more risk. Weapons with a more powerful penetrative capacity would also be more of a risk. Firing a high powered sniper rifle is more dangerous than firing a pistol.
It is a judgement call by the Referee, but, there are situations as above that make it more likely or less likely. Simply firing guns isn't an innate issue, but firing them around sensitive equipment may be, and firing exotic guns may be an issue.