Having had a battery in a mechanical mod blow up in a pants pocket, I understand your concern. I was quite lucky that the pants were hanging up in a work locker at the time, and I was not wearing them.
This mod had a protruding horn-style fire button, which became compressed in the pocket. The rapid & continuous discharge of the battery caused it to go into thermal runaway. This occurred about 3 years ago when we were all using protected ICR batteries, which are more flammable and explosive than today's safer IMR batteries.
Currently, I use a mech mod (AltSmoke Silver Bullet) which uses a safer
recessed side fire button, and whose
button is designed to vent gas from a battery in thermal runaway. I personally have no issues with carrying this mod in my pocket.
So, some mods are not "pocket-friendly" from a safety perspective. Should you still decide to carry your mod in your pocket, remove either the atomizer or the battery (breaks the battery circuit) to prevent the battery from discharging in your pocket. Transport loose batteries in plastic battery cases; coins or keys in your pocket can create an electrical circuit with a loose battery and cause it to go into thermal runaway.
The potential dangers of mechanical mods are 1)
no protection circuity and 2)
no timed auto cutoff of the fire button. The danger increases if the 3)
firing mechanism is of a poor safety design (protruding fire button, or, no locking feature with a bottom fire button), and if the mod has 4)
inadequate ventilation holes for the rapid accumulation of gas for a battery in thermal runaway.
Batteries are designed to vent gas from the positive pole, so vent holes in the battery cap may be useless should the battery physically block gas escape. If you notice pics of mech mod explosions, most explode at the top of the mod where the gas first accumulates. With no escape outlet for the gas, the enclosed metal tube becomes a pipe bomb.
A Beginner's Guide to Your First Mechanical Mod
Ideal location for ventilation holes is where the positive pole of the battery is located (see below).