I can't claim to know what Trump meant by "safe and special place", but I kind of doubt he meant "safe" in the way SJWs use it; however, given the potential for confusion, it was a poor word choice.

I wouldn't use the adjective "safe" but it is a space and time set apart and dedicated to a certain type of experience. On both sides, performer and audience, there are certain mutually understood expectations of how each is to behave in order to make this possible.

The outside world is set aside for a time, so that the performers can create a world on stage for the audience to enter into. Political and religious issues can certainly be addressed within the world of the story, as well as ideas that challenge or could offend certain people, so it doesn't have to be "safe" in the SJW sense (that you should be protected from potential "trauma" caused by exposure to wrongthink).

I do think it is reasonable to expect that the nature of the experience not be willfully compromised or hijacked by either the performers or people in the audience. Performers using the stage as a bully pulpit to target audience members for political reasons certainly qualifies as that.

I don't think anything should be "done" to stop it—like some kind of SJW official "code of conduct"—I think the unwritten rules of decorum and mutual understanding have served well enough so far. If this kind of thing becomes commonplace, I think the audiences will reject the betrayal of the age-old mutual understanding and abandonment of the essence of the experience the theater provides, and fewer people will come to such performances. Few people enjoy being preached to or targeted when they came for something else.

Even as a once off it is understandable that it would leave a sour taste in people's mouths.