I don't know the stats on first stage failures. But on a personal level;
- I have had one good friend have a first stage fail catastrophically (The brass housing split).
- My first Open Water UK trip, in the middle of winter. Three divers (two with recently serviced regulators), had three first stage failures between them. Diver A iced a regulator, when't to his pony, Diver B, had a similar problem, switched to his pony. Diver A then had a second failure, diver C donated gas to diver A, from his pony. (pre twinsets in my group.)
- I had a student Ice a first stage, very close to the start of the dive. He when't on to my long hose.
- I had one regulator first stage that was prone to failure after servicing. Ten dives without problems after servicing and it was good.
- I had a seat delaminate in the summer on my CCR.
Those are the ones that come to mind with no effort.
Your highest risk is after having regulators serviced. Failures are disproportionally high after servicing. Often, because there is little time given to allow the regulator to 'bed in' . My favourite service centre used to leave all regulators 24hours with high pressure on them. Then test dive them, then double check the I/P and check there was no I/P creep. Most places just service them, put regulators back together, set them up to the manual, and give them back. (Not surprising, you don't really pay a lot for a regulator service.)
[1] Iced = free flow due to ice build up.