While all of that is valid, I think it also depends greatly on the dyno itself. A friend of mine had one installed, back when they were developing and racing his SSZ Stradale's, that reportedly handles 1000hp and 200mph. Even the rollers on it are much larger than those in most dynos. (I've never seen it in action though.)
But I don't doubt the danger. His is in it's own sturdy compartment, separate from the rest of the shop spaces.
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