I've learned to be wary, too. Most desktop motherboard these days have several fan headers just above the memory slots. They also frequently use DIMM slots that only have one latching lever, usually at the top of the slot near the fan headers. So when you're trying to remove a memory module, if you use slightly too much force and your finger keeps moving after the latch opens up all the way, you get a deep puncture wound.
The headers on the keyboard look like they'd be easier to hit accidentally, but probably not with enough force to cause a serious injury. I'd still prefer having some covers over them.
