They might shoot out at your face during a car accident. Not sure if that would hurt or not given they are soft plastic.
I got my pieces out by removing the airbag (easy) and then shaking it around in the air trying to get the pieces to fall out. A couple would not budge so I used a utility knife to cut a slit in the bottom plastic of the airbag (not visible when installed) and then pulled that plastic apart a little bit and shook the unit again. Eventually I got all of the pieces out but there is a permanent scar on the front of my airbag cover from when the tool I was using to initially remove the badge slipped and scraped the cover. The scratch is less prominent now at least since it has had time to wear down.
It'll shoot out and land in some random place in the car and it'll be cracked. It won't hit your face though, at least it didn't when I got into an accident.