As a counterpoint to the video you linked, I'm reminded of this video of Danny Macaskill having to work pretty hard to break a carbon rim: https://www.youtube.com/watch?v=VfjjiHGuHoc
> ... if one is not racing, is it really worth the extra risk for minor performance improvements?
It really depends on how much extra risk there is and how much the rider values the performance improvements. Without actual data about the (relative) risk of carbon fiber failure in bike components, we have to guess based on the information we have avaliable. Most of this seems to either be anecdotal, or coming from from interested parties, e.g. bike manufacturers, lawyers who make their living suing bike manufacturers, and journalists who are probably more interested in writing about something exciting happening than something exciting not happening. My impression is that the relative risk of of using carbon fiber in some (but perhaps not all) bike components is pretty small compared to the other risks involved in biking, and the performance improvements are big enough to be worth it for me, even though I don't race.