Cotton swabs are sometimes cited as highly dangerous when used for ear cleaning.Example. It is clear that the danger is underestimated, but the correct level of danger is still very low, on the order of 20 people in the US having a serious ear problem as a result each year (same source). So this is an example where the risk exists and people don't realize it, but the risk is small enough that this doesn't matter.

It guess the risk very strongly depends on how you use them, so the risk for the population in general is not a terribly useful figure by itself.