No they do not, the instances of this are incredibly small, and every one of them involved the use of alcohol or other drugs.
Over 15 years at burning man, I have seen many people injured and maimed doing stupid things while high.
That said, the type of intentional self harm described above is basically unheard of. Mostly dumb accidents and some suicides.
To the extent there is any unique risk, it is more about long term psychiatric issues
You're doing everybody a disservice by spreading FUD that is contradicted by real world studies and data. It's no better than what Nancy Regan tried (and for the most part succeeded) to do.
The pendulum has swung so far left from the Reagan propaganda to the point that people attempt to downplay any cautionary perspectives and act like these things are purely harmless spiritual panaceas.