As a pure anecdote, I was taught this during my ow course 25 years ago.
While setting up my gear at the pool for the pool session, I did what I was told, aimed the spg face to the pool deck, pressurized the reg, and promptly shot the glass off the front of the spg as it failed, exactly as warned could happen.
Instructors said they'd never actually seen it happen, but it was enough for me to make sure the glass is always pointing away (and I make sure I'm not in direct flight of the plug on the back) every time I pressurize my tank to this day.