Well,actually it is....... "piece of mind". If you know what I mean.
Fair enough, if it gives you piece of mind. But I have no doubt that graphics card manufacturers and motherboard manufacturers have carried out the necessary stress tests to ensure all is well.
If you'd rather be safe than sorry, fair enough though.
Heavy CPU coolers are a concern too, (the same test applies here as well). Fortunately they can have additional support made for them as well.
Not really to be honest. For example, my cooler, the NH-D15S, has a dynamic load that is lower than Intel's recommended maximum. Static load is higher, but that's deliberate to improve cooling and not an issue.
The only issue there's ever been, as a result of the weight of a NH-D14/15, is as a result of silly people shipping them half way across the US with cooler in place. Noctua's Secufirm2 mounting mechanism is superb, and designed to fully support the cooler.
I too was concerned about weight, and designed a support bracket. When my old NH-D14 arrived, it quickly became apparent the support bracket wasn't required and I binned it. Since then, I've had my NH-D14 installed for years, and no issues, and now the D15S.
There has been an issue recently with Skylake and Scythe coolers. Some have found that the excessive pressure of some Scythe coolers, that exceeds Intel's static and dynamic mounting pressure directive, was actually crushing the CPU into the socket pins. Scythe responded to this by quickly making available replacement mounting kits.
The bottom line is that as long as a CPU cooler has a spring mounting system, like Noctua coolkers, then the maximum dynamic load isn't exceeded and there is no issue.