That isn't really true. Most engineering projects of the last one hundred years had no prototype and the engineers were able to foresee and eliminate many of the problems.
In particular I think many of the safety issues need to be considered before they build a scale prototype. Since presumably they wish to put people into the thing, it is a good idea to figure out how to get people out also.
The prototype isn't just a physical thing. It's an entire process of planning, building and testing that thing. e.g., it includes consideration of the various things you've listed. It goes without saying.
This guy has managed to push the build of a well-reviewed and semi-revolutionary car, not to mention frickin' rockets. I think his staff can foresee the challenges, then design and test for them.
In particular I think many of the safety issues need to be considered before they build a scale prototype. Since presumably they wish to put people into the thing, it is a good idea to figure out how to get people out also.