Doc, when you say "cannot be supported by just conduit" are you referring to the branch circuit conduit to the light, or a threaded nipple that is attached to the top of the fixture?
I don't think the Code says anything about using safety chain. We usually do it, although I've never seen one fall, so I don't know how reliable it is, especially since the fixture isn't designed for it and you have to figure out yourself how/where to attach the chain.
Same thing about installing tie wires to fixtures in a suspended ceiling. I think that's a code requirement from the local builing code or fire code.