As you point out, the Teensy 4.0 online documentation mentions that neither the digital GPIO nor analog I/O are 5v-tolerant pins. It appears that the ESCs in the kit you linked to only have a PWM signal input and no bi-directional communication bus (e.g. Bidirectional DSHOT), so the only voltage present on the PWM input line would be one that you create. (thus there is no real danger of the ESC putting 5v on the signal line, though the 5v BEC pin will still have it)
However, you may run into another issue when trying to issue commands to the ESC from the Teensy. Being a 3v3 logic-level device, its logic high may not be sufficient voltage to "trigger" the ESC, depending on how the ESC's software interprets incoming signals. You can address this with a "level converter" (essentially just a set of small BJT transistors to switch 5v lines with 3v3 ones and vice versa) like this one from Amazon.