Surely you could argue this about anything we might use in life, but the likelihood of these things happening for the vast majority are slim, eg :
Don't drive a car, you might crash
Don’t use an electric blanket, it might catch fire
Don’t use a gas fire, it might explode
Don't light candles, they might cause a fire.
OK, maybe I’m being flippant, but to be honest, using hot water bottles, if used with care (ie check they’re not leaking, check you’ve fastened them properly, do not use freshly boiled water but hot water, etc), then they’ll be fine.