Or being gutted by them. It has happened.
I'm currently in the process of building a treehouse for my kids, I've calculated the static and dynamic loads, and the hardware size requirements to handle an adult in a tree. We're talking 1in, high grade SS bolts that are a foot long to make a stand that will safely hold an adult.
Most cheep tree stands come nowhere close to the minimum 6x dynamic load safety margin. Those little screw in steps have a 400 lb limit, realistically, the limit should be well over a thousand pounds for dynamic loading, like stepping on them or hanging on them, like you're supposed to. I'm about 200 lb, that means if I were to lightly jump on one of those steps, it would snap off, the dynamic load of me falling about a foot is WELL over 400 lbs. Not to mention being eviscerated, I'm not sure how those are still sold with the liability. If I weighed 100 lb soaking wet, I may consider using a stand.
Don't quote me on these numbers, I believe OSHA (or whatever the official construction safety organization is) recommends that any type of rigging be 4x stronger than the actual load, and 6x stronger if that load involves personnel, or someone's safety. There is absolutely no way some of those cheap stands meet those requirements.
A large portion of my hunter's education course was dedicated to tree stand safety as well. They said that tree stands are the most dangerous part of hunting.