Huh? Where did you find that? When I look at the link, it shows willows listed as a "1" - non-toxic. I concur.
No willow has true thorns; I can not think of one that even has an approximation of a thorn. Not 100% sure, but it would seem that none have irritating sap, in that I can find no data to that effect.
And none are toxic, according to my references.
Willows are widely used for browse by many herbivorous species. People make a tea from the bark for a variety of ailments. Aspirin was originally isolated from a willow.
Seems OK for an outdoor habitat or for branch harvesting; they will not be suitable as an indoor plant.