This is true. I’m a machinist, so I run 3 and 5 axis CNC mills on a daily basis. While these aren’t “high-end” machines by any stretch of the imagination, they are orders of magnitude more expensive and sophisticated than my beloved Maslow. I certainly trust the machines more, but I still don’t leave them running after I leave for the day. It’s just safer that way.
If I were hogging out a large pocket and my roughing end mill broke, my finish tool would most certainly crash on the material left over after the previous tool broke. If this is an aluminum part, I either break the finish tool or I gouge my part up enough that I have to scrap it. If this is something hard to machine like 304 stainless, I could burn out my spindle.
Now, certain manufacturers, like Haas, claim that they have enough brains that you can get an extra cycle each day by running after you go home. I would guess that, if one of those were in the previous example, it would alarm when it detected a huge increase in load like that. Probably still loose the tool/part, but it’s better than damaging the machine.