I guess that's the real question. Is there any risk of this reported "locking" of the brakes?
I've never heard of such a thing.
Me neither. I call "bull crap" on that. As the rotor gets thinner, the have to move more and more to make contact. This should never cause a lockup.... but at some point I would imagine quite the opposite- the brakes will start to fade in power.
I suppose if they got CRAZY THIN, they could become predisposed to warpage and/or even shattering under very hard braking (that seems unlikely to me, though). They can also develop a pad-area dip that will tend to damage new pads (improper wear).