According to the following groups, DHA is safe for skin.
FDA
PCPC (Personal Care Products Council)
Canadian Health Ministry
most of the EU member nations.
Skin Cancer Foundation
American Academy of Dermatology
Canadian Dermatology Association
American Medical Association
The caution is that the spray version has not been approved. Proper inhalation studies have not been conducted so going into a spray tanning booth is not recommended.
Read this Brains post from more about DHA sunless tanning