...Never had an unplanned "bang" while priming, so far anyway. My late brother was decapping live primers from .45 ACP cases, for reasons lost in time, using the punch from a Lee Loader. Predictably, one went off, sending the punch skyward into the ceiling. I have used that method a time or two, but with the punch chucked into a drill press, without incident.
The old Lee hand priming tool was the first thing I bought when my collection of Lee Loaders grew. No Internets back then, but the word got around that it was possible for a primer to detonate and launch the rod into the air.