Just because something hasn't happened yet doesn't mean it won't. Not sure what you're talking about with there being no proof btw. There's plenty of video on YouTube showing a BB penetrating a mesh goggle after repeated hits. Unlikely you'll ever be in a position to take as many as it would to break through, but definitely possible. As for shards of BB's lodging itself in my eye? Yeah, no thanks.
But then I often don't wear lower face protection which obviously increases my chance of losing a tooth. I guess I just care more about my sight than my pearly whites. Take it as it comes..