I guess I should clarify what I mean by getting "hurt". Even in a non-release fall, real injuries are very rare. The reason I set a release tension low for beginners is that its very common to catch an edge and SLAM into the water. The skier doesn't get "injured", but those falls really don't feel good. It may not take too many of those slams before the skier decides tricks aren't that much fun after all. But if the skier catches an edge and the ski releases, its like falling into a pillow. Its a minor annoyance to put the ski back on, but a small price to pay IMO.
Once as skier gets the basics down and doesn't catch edges very often, then crank up the release tension. When skiers start doing flips, that is usually the point where they have separate toe and hand skis.
For toes, even advanced skiers can catch an edge, although rarely. Even with a good release person, the risk of injury is small, but does go up. Those quick slams with your knees in awkard positions don't feel good. Particularly when learning toe wake line tricks, wrap-ins, and higher level toe tricks, being able to come out of the ski is a wise thing.