The only way someone can fry their shit using it is by not understanding how the tones work. They think "oh, the more negative I go with these numbers the louder it makes it, I'll use -15dB" and then when they're playing songs recorded at a higher level at full tilt, it will get clipped to shit in the amp, causing heat (bye-bye amp), or if the amp hasn't gone yet, then they're sending that nasty signal to their subwoofer(s) and causing heat in the sub until it's gone.
TL:DR
You have to understand how test tones at different levels work with music in order to not fuck your shit up like the "others" you claim to have seen @ohio45113