Pah! I used to run them when I was younger and I never had an issue either. Then I saw some pictures of a car that caught fire from the filter end snapping off. That was enough for me.
i wonder if it was user error. at any rate, when it comes time to replace it i will use a metal one. i really like the idea of being able to see the fuel . every fuel pressure gauge i have used has been a piece of crap and never lasted for any length of time. to be honest, i have used them for 20+ years and never had an incident, not to say it doesnt or wont happen :D