While this is true, it only adds to the excitement/pressure of it. People who are masters of break-aways know the very real possibility that they're going to damage themselves at the end, but they plan only as far ahead as releasing the puck, and getting it past the net-minder. Then, they'll worry about creaming themselves, but until that puck is away, 100% concentration on getting the job done. It's a similar mental skill as goalies use. It happens many times that a goalie will get creamed after making the save, but the good goalies stay completely focused on stopping he puck, not worrying about what comes next.