I agree its difficult to see how/why it would happen but there are many confirmed cases of turbine bits trashing motors, so i've just accepted that evidence and put aside my skepticism. I guess only a small proportion of turbine explosions cause engine damage, but it would be bloody minded to say it doesnt ever happen.
Also, if your turbines do let go, it costs your tuner nothing. So remember its you that wears the risk of potential turbo (or engine) damage, so make your own mind up. My old 110,000kms R32 rear let go at 13.5psi. With newer turbos the risk is less, with lower boost the risk is less, and i imagine with a richer tune (so less exhaust temp) the risk is lower.