I suspect that many people feel the same about computers in general...
I don't use Hg-Git, but I do use git-svn. Just like Hg-Git, I'm sure there are some caveats, but what finally got me to switch is that (at least for git-svn) it's a real live Git repo. Which means the code I write, my actual work, is all still there. The fix to my nightmare scenario? I do a fresh svn checkout to a new directory, and I do git checkout, I copy the files out, I do an svn commit of that version of files.
Definitely far from ideal, to be sure, but in my mind, knowing that was the worse case scenario, put me quite at ease. (Sure I'd read about git svn dcommit, but knowing that did set my mind at ease.)