In the most recent version of casebase (v.0.10.1), we introduced confidence bands for absolute risks in the single-event setting. Our approach is based on approximate Bayesian inference, and its validity relies on the asymptotic normality of the case-base estimator.
The same approach is valid for competing risks, as will be shown in an upcoming paper. We should implement it in the package. I expect the implementation to be similar to the single-event setting.
Minor point: at the same time, we can make sure that the user can pass the arguments from absRisk to confint. For example, method = "montecarlo".