Not really:
- The Black clips in this DIY: when failed and IF the "nut" section falls off the glass, then yes, the glass will fall down one side.
- The slider clips: when failed, the plastic parts (that allow it to hang on to the rail) break: glass sagging but not falling.

Anyway, a roll of Scotch tape in the trunk is a useful item.

__________________
1998 E39 528i 5sp MT
2006 E53 X5 3.0 6sp MT