A retainer should pose no choking hazard while sleeping as long as the retainer remains tight and does not become loose.
When your retainer becomes loose then it could become a choking hazard while sleeping and if your retainer does become loose you should have your dentist tighten them up.
When the retainer is too loose it doesn't do any good on your teeth either so your teeth won't be kept straight with the loose retainer.
So just make sure the retainer stays tight on your teeth and you should not have any fear of choking on the retainer at night or anytime.
I slept with my retainer in my mouth for awhile and never once did I choke on it.