Well, it happened before. I understand those people were warned not to do it and had every chance in the world to avoid their fate, but that's why I said I was afraid of MISTAKENLY doing it.
Fact is, some people downloaded an update and mistakenly killed their phones.
Obviously, things can always go wrong. But if something goes wrong with my phone I know I can at least go to Apple about it. Those poor folks had no one to turn to. It's not that there's no risk in life, but I need someone to go to when things go wrong. I won't paint myself into a corner where no one is willing or able to help me.
That's what jailbreaking does. You give up support from Apple, and you don't gain it from anyone else. You think the jail-breakers will help you if your phone breaks? Fat chance. I have a safety net. I'm willing to give that one up for another one, but jail-breaking doesn't offer that. It's giving up my safety net for very little gain.