Unless you were paying absolutely no attention to your sub whatsoever, I haven't heard of anyone getting more than a minor burn just from leaving the heat too close or a sub overestimating how much they could do. I definitely haven't heard of long term damage.
I think they work wonderfully, but your mileage may vary. I've used them on myself or had them used for "set and forget" style tickling. The key part is the oil, I think, since similar to hairbrushes they can be very rough on skin if not done properly.
This sums it up perfectly, but as for reasons to do it the nerves of your feet can become extremely sensitive afterwards. It doesn't work for everyone, but the process can make you massively more sensitive for things like bastinado or tickling.
I'm more lee than anything, but when I listen or watch others I adore hearing lees enjoy themselves. "This is great!" "Please don't stop!" "I'm having the best day ever!" all while also begging for mercy is my absolute favorite. Even just knowing a lee really enjoys what's going on sells it for me.
Thankfully both myself and my partner are into it, we just don't session as often as we might like. I'll usually get some playful tickles throughout the day and a fair amount of attention on my feet before bed, and we'll include it in most kinds of intimacy. Tied sessions are much rarer, mostly...