The full meaning of CNG, which is majorly composed of methane, is Compressed Natural Gas. On the other hand, LPG composes of butane, propane, and some other gasses, and it simply stands for Liquefied Petroleum Gas. In addition to the differences, LPG is found out to be in liquid form under a very high pressure, but retains it gaseous form at normal temperature and pressure.
On the contrary, CNG still takes its gaseous form even at high pressure; it does not turn to liquid. It takes a temperature that is less than -164 degrees to liquefy it. You should also understand that CNG is lighter than air.
So if there is a leakage, the gas simply goes up into the atmosphere which is actually safe. On the other hand, LPG is two times heavier than air. Hence, in case of any leakages, it would not disperse into the air, which really makes it more dangerous.