Halogens are twice as hot as standard incandescent lamps. If a table lamp is UL-rated for 75W, it is referring to a standard household bulb. You can’t replace it with a 75W halogen. So I do believe that there is a greater likelihood of shade material catching on fire if it is lamped with the comparable-wattage halogen, but more likely the halogen lamp will more quickly degrade the shade material because of the increased heat and ultraviolet light that it emits.
If you’re using halogen to get more light output, consider a compact fluorescent. Both MaxLite and Litetronics make a three-way fluorescent bulb, giving you three levels of illumination as you turn the switch. Or you can use a dimmable fluorescent using a cord dimmer, such as the Lutron Credenza. That one is specially made to dim LEDs and fluorescents.