Their are quite a few studies on sublingual and buccal administration of benzodiazepines with the papers available on-line. The conclusion was that onset and bioavailability was almost identical to IV administration. Neither are instant which I suggest is because the drug has to cross the BBB and it's that which is the limiting factor.
They are the first to point out that it's an off-label ROA BUT at least it ensures that until administration, the drug is being stored in an approved format. Solutions (e.g. injectable formulations) generally require careful formulation and almost always have a much shorter shelf-life. I don't think they become dangerous, I just think that N-oxides (for example) form which slowly reduces the amount of active.
I mean, if it psychologically makes you feel better to have a nasal spray then by all means, but it seems like a lot of research is already out there and if sublingual essentially achieves the same goal, it requires no action. You just have to remember to hold them under your tongue.