Mine came with a thin metal shim that slid easily between the wall and doorjam that prevents the unloaded bar-anchor from shifting away from the wall+doorjam. Once the bar is weighted, there's no way that can happen anyway (the shim is really optional and you could improvise similarly with finishing nails).

Worst case realistic scenario: (if you keep the area in a possible crash zone free of spikes and furniture corners) is that you bang up your knee a little. I'm assuming you're just doing pullups, of course.