Some electronic markers are extremely sensitive to over-pressurization. Proto Rails, for instance, don't have low pressure regulators to protect their solenoids and bolts. I think that's why the entry level Rail (as opposed to the Reflex) now comes with a more durable mechanical solenoid...people were cranking up the pressure and breaking them. You can also damage or displace o-rings or other seals, which isn't a big issue, but can take your gun out of commission for a while until you find and fix the problem.
As mentioned above, there's also the negative effect of shooting hot at people. More pain, more bruising, more unpleasantness. I suppose that taking a hot shot in certain places could lead to injury...groin, throat, etc.
I agree seriously. Its kills the fun of the game. Especially for our first time players it send them away like that sucks..