Magnet mounts can come off, and they do fall occasionally. I can't quote any statistics, but it has happened to me twice in the past - tall HF antenna combined with too small magnet mount and high speed. Luckily the cable held the thing on the roof. Short VHF/UHF sticks (think 1/4 wave for 2 meters) would never fall with the same mount - the wind load is just so much smaller. For my irregular HF use, I've switched to a larger magnet mount and thinner vertical, and the constantly used VHF/UHF sticks are drilled-through.
There are also stories of shattered glass (antenna comes off and hits your own back window) and scratches on roof.
If the antenna fell down and stopped in the middle of a highway, it would be dangerous to a motorcycle, but less of a hazard to a car. It might break a tire, which in turn could lead into a more serious accident. A thick HF antenna could puncture a car somehow. Large magnet mounts are heavy, and one could bounce higher into air and penetrate a wind shield. In an accident it would probably get loose and fly away, but it would have the same velocity as the much heavier car, and the damage caused by the car would probably be dominant.
If you loose one of these on a road, do go back and pick it up immediately. If you loose one on a highway, in many places it's both dangerous and illegal to stop and go pick it up yourself, so you might have to call the police for assistance.
Wikipedia has some information on how magnets can be demagnetized. Permanent magnets are made from "hard" ferromagnetic material which are very hard to demagnetize. Magnets on the roof are unlikely to get hot enough to degauss (140 °C / 280 °F for neodymium, 300 °C / 570 °F for ferrite and SmCo), and they're not subject to strong external magnetic fields, either. Hammering or jarring - some vibration is going to be present, and after a very long time that might have some effect, but that's just my guess.
Typically a mag mount will be decommissioned quick enough that demagnetizing should not be a concern. Water tends to get into the connectors and cables, and the cables break from stress under doors.
Magnet mounts are very popular. I don't remember any documented serious accidents with them. If accidents would happen, there would be articles on the amateur magazines, blog posts, and pictures on the Internet. I would claim they're pretty safe, if the relation between antenna size, mag mount strength and vehicle velocity are in a good balance.
