Some people have also played Russian roulette and lived, but that doesn't make it a safe sport either.
Point is, during instructional flights, there is a high chance of erratic control inputs. That chance is higher when there is a fixed wing pilot involved, whose instinctual reaction, for example to a low rotor RPM horn, is extremely dangerous in a helicopter. Helicopters in general are not overly tolerant of erratic inputs, some less so than others. An inexperienced instructor is less likely to see these type of situations coming, and also will have less chance of recovering from the resulting mess, on account of being more surprised by it.
I've trained many fixed wing conversion pilots, and every single one i can remember, tried to shove the cyclic forward hard on me at least once when they heard the horn, despite being explicitly briefed on this beforehand. That's just one example. The hard left pedal scenario i described above, both happened to me when I already had a few thousand hours of dual instruction hours - i can't know if i would've survived them, had it been my first week of teaching. I am certain my chances wouldn't have been as good.