I have never used a case with the iPhone and I have been using them for almost 12 years.
So, no, I do not get nervous.
Not that I want to, but if I ever dropped my iPhone and the screen cracked, I would just get it fixed or get another.
BTW, out of the 2G, 4s, 5s, 6s Plus, and SE, I have dropped them all, but the only ones to crack were the 5s and the 6s Plus.
The 5s was not surprising, as I was working outside and my hand was tired, shaky, and sweaty. The 5s slipped out at ear height and dropped on patio paver bricks that I was putting outside my house.
The 6s Plus popped out of my hand at thigh level and landed on a concrete slab while I was walking outside my office. It wasn't a surprise that I dropped it, because that phone was very large and slippery with the rounded edges, but it was a surprise that it broke the screen from such a low drop. Luckily, I had AC+, it was the second time I purchased it on an Apple product and I am glad I did.
I got the AC + because I just think Apple's HW quality isn't as good as they once were, and their products are becoming more fragile. It paid off a few times, twice with the iPhone 6s Plus, the screen cracked and the battery stopped working correctly. The other time was with the Late 2012 iMac, it had a bad Fusion Drive.
So, if you are that worried about it, get AC+, if you are still worried about it, just use a case.
Life is too good to let silly things like an iPhone case (or lack there of) to get you down.