I guess I'm the first rock climber to reply to this post. Yes, what Alex does (he's done many first solos of some very classic and often difficult climbs) is risky by any reasonable rock climbing measure. Ropeless climbing like this takes a lot of time executing the moves with a rope, hoping you can keep your wits when it's showtime. Very very very few climbers engage in this activity, and even fewer of them at this level of difficulty. There have been a few notable solo climbers who have died in the past [I believe the film brushed on the subject, but it's been a while since I've watched it].
lol at the 'sweaty' viewer comment. I still get sweaty palms watching climbing videos, it's especially easy to translate the screen to real life engagement when you do the activity and have full comprehension of what's taking place.
Roped climbing is comparatively very safe (note: jaywalking is safe compared to free soloing at this level). Alex engages in a lot of roped (traditional and sport) climbing, so he's not out there every minute of everyday trying to die. Any climbs he heads up ropeless without having ever done them before are specially selected, because of say a feature (crack/hand jamming) that can be very solid and difficult to mess up, or climbs at grades much lower than his limit. He solos a lot of the easier stuff here in the Vegas area (Red Rock), where he lives. I've not run into him at the crags yet, but do know people who know him, etc. Climbing is a fairly low key activity when it comes to fame, in the end we all lace up one shoe at a time. It's often said that the best climber is the one having the most fun doing it. Alex genuinely seems to enjoy what he's doing.
I can answer any specific questions the movie may have triggered. I've been trad and sport climbing seriously for almost 15 years, and have done a bit of route development. I have a day job in IT, so I don't get into guiding but have brought newbies out on several occasions.