I always removed the shortcut arrows in XP and earlier and not one time have
I ever had what you describe happen.
That's fine. I didn't say it always happens. I said you increase the
risk of it happening.
Mostly I think this is because my shortcuts are on my desktop and the
important files are elsewhere.
The same is true here. Nevertheless, I think that's what makes the
risk greater, not smaller. Because we are used to nothing but
shortcuts being on the desktop, if very rarely we put something else
there, it's easy to forget and assume that it too is a shortcut.
Most of the time most of us are alert, and a problem like that doesn't
occur. But sometimes when you're tired, had too much to drink, had a
bad day at work, or had a fight with your wife, your guard gets let
down. That's the time when accidents often happen. My view is that
almost anything you can do to reduce the risk of an accident is
worthwhile.
My recommendation is not to remove the arrows. Removing the arrows
increases the risk, for a benefit that's paltry at best. But it's just
a recommendation. It's your computer, and you should feel free to do
whatever you think best.