Pyrex is just a brand name for tempered glass, or borosilicate glass. It's like using the word "Kleenex" for all facial tissue. Same stuff, same safety rating.
If you want to see just how safe this material is, check out these videos from Dwtim: link
and here's a little information from EF's own material safety guide link
It's a really safe and wonderful material. Also, as a side note, I have the Midnight Twist, and it's FANTASTIC!