If the roll breaks off while the filament is inside the printer, does it not run the risk of ripping your printer off of whatever it's on? Those large filament rolls look pretty heavy, if one rolled away on my printer the printer would go with it for sure
Regardless, E3D toolchangers weigh about 30kg (the equivalent of approx. four Ender 3 [by weight]). If it broke, the printer wouldn't move much, but there would still be a big mess as the spool would fall to the floor and unroll.