Yes, stuff happens.
I was not there that day, but at my USPSA club, a shooter had a discharge during his draw and shot himself in the leg. Yes, he recovered and is shooting again. He considered himself lucky it happened with his 40 Limited gun rather than the 38 super with JHP.
I have also seen random splatter from steel. No serious injury, but the lesson is to look at the targets so your eye protection works best.