I agree that taking a good fall from koshinage depends a lot on your nage. My ukemi is pretty good and I've taken some pretty icky falls out of koshinage because my partner "freaked out" in the middle of it. Taking the throw from an experienced nage is pretty fun though.
I think the danger in not training these techniques or falls at all is that there may be times at seminars and such that you will need this knowledge to prevent yourself from getting hurt. We don't train breakfalls out of everything in our dojo because it is hard on your body and we have a great deal of older students....but we prepare them enough to take a breakfall if necessary to prevent injury. My Sensei always says that the two most dangerous people at seminars are the malicious and the inept. You should be prepared for both just in case.