I just noticed that there is a post over at Overcoming Bias talking about what I had in mind:

How much should small groups of people be allowed to risk the future of humanity with low probability? Not everyone agrees that the risk from alien contact is negligible: even a very low probability times a great harm can be relevant. … Should we be equally concerned with occultists trying to summon world-changing supernatural powers? There are probably many more people today who believe in supernatural entities than mere aliens, and that some interactions with them could be harmful. Yet there are no attempts at formulating risk scales for ritual magic. … Even if we were to analyse them rationally, we need to have an ‘ultraviolet cut-off’ for the infinite number of possible-yet-exceedingly-unlikely possibilities we could worry about. How to rationally decide on this cut-off seems problematic.