I recently had one of my friends -- a relatively experienced psychedelic user -- dive out of a window because he thought the world was going to end. Among other things this resulted in my friend barely escaping death by hemorrhage (I called emergency services, he was hospitalized), an uncomfortable police encounter, quite a few articles of clothing lost due to being soaked in blood, and some unsavory legal consequences for my friend. Not to mention a rather scarring mental experience for myself.
Set was good, setting was good, substance was known good. I had absolutely no reason to suspect anything going wrong. But it did go wrong.
Even if you know what you are doing and are experienced, it is always possible for bad things to happen. Getting cocky and saying there are no such things as bad trips is an invitation for trouble.