I've been told that its not safe because of the temperature difference, but I also know that people put whipped cream on stuff like hot chocolate, so why wouldn't it be safe to put cold foam on hot coffee? 
There is no safety issue with adding cold milk foam to hot coffee.  Coffee aficionados recommend against adding cold milk to hot coffee, because they suggest it compromises the flavor of freshly brewed coffee.  Their recommendation is that any milk, foam or not, should be warmed, but it is not a food safety issue. 