There was a discussion on Reddit the other day were a paediatrician came on and said that neither she or any of her colleagues had ever seen a broken arm or leg as a result of not having a bumper, but they had seen a number of infants die after suffocating on them. Anecdotal, but interesting point.
I'd rather take the (very small) risk of a broken bone over an increased SIDS risk. It baffles me why bumpers are still for sale in the UK/ EU, it's just madness.