That's incorrect. On some platforms, stack probes are not yet implemented because the patch to LLVM hasn't been merged, and we need it to do this properly. Someone is working on getting that through right now.
And stack probes are one corner case of stack overflow. Rust protects against stack overflow in most cases, on all platforms, in every case on Windows, and is intended and designed to protect against all stack overflow, but it has a bug due to missing features in LLVM that nobody has taken the time to fix.
What is "some platforms"? There is plenty of stuff in github that seems to indicate "only windows".
There is a reason Rust has debug and release builds as well to what other commenters have said. In the debug builds there are safeguards against almost everything at performance cost, the way you are supposed to use it is to test your debug builds thoroughly and then you can trust the release builds to be safe because your code doesn't change, the compiler just doesn't insert as many guards.
In general, this is less true than in other languages though; for example, assert! is still in release builds in Rust. If you want that semantic, you need debug_assert!