I think all of us keep memories of our first experiences riding clipless pedals for a long time. Usually those memories include a slightly fond memory of a slow motion sideways fall when you couldn't get unclipped as well as memories of very stiff cleats that were harder to disengage.
It's only natural to resist swapping out your old, worn-out cleats with new ones when having those memories. After all as the cleats wore in it became easier to unclip making the chances of another fall much, much less.
Still all good things come to an end and eventually the cleats should be replaced with new ones. For me the moment always comes when I start finding it harder to stay clipped in to my Eggbeater pedals. Generally this is a much greater problem when riding offroad since having a foot unclip at the wrong time can be quite dramatic and not really much fun!
In the event that a cleat is totally destroyed the impact doesn't seem to be too bad. You lose the opportunity to pull up on the upstroke and your feet won't feel as connected to the pedals but that's about it. You can usually still pedal the bike using the bottom of your shoe to propell you along. It won't be as comfortable but it will work.
To prevent cleat problems I usually just swap out the cleats prior to a long tour. This seems to really reduce the likelihood of a problem and if the old cleats weren't fully used up then I can always switch them to another set of shoes for offroad biking etc.
When you do get around to replacing the cleats remember to lightly grease the threads of the screws before reinserting them into the bottom of the shoe. The light grease seems to go a long way towards preventing the screws from seizing so that you can easily remove them later.
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