Nikon lenses/cameras prone to short circuit?

Coming from Canonland and renting a D800 I read the manual carefully and learned that I have to switch off the camera before changing lenses (!) Wow - you may laugh but I'm not sure I have that kind of discipline during a tight shoot (and I do a lot of those) also my family would certainly never remember to do so when they use the camera.

So - how big an issue is it if you leave the camera on often when changing lenses? Risk factor like :
1) crashing with an air liner (extremely unlikely) or

2) finding someone bumped into your car in the parking lot (will happen to most of us sooner or later)