I can't find any "FLAG_SAFE" in my mysql header files, but there is
#define CLIENT_MULTI_RESULTS (1UL << 17) /* Enable/disable multi-results */
What MySQL version are you using? I think this flag is new in MySQL 5.
And I don't see why it comes as a surprise that not specifying any connect_options has the same effect as not specifying any connect_options. Too bad that specifying the connect_options didn't seem to have the desired effect though.