I will use chrome sockets on 3/8" air ratchets if they are handy, though I also use universal impacts quite often, also mainly because they are handy.
I also use chrome sockets on 3/8" impacts quite often. If I am using air just for the speed, like say pan bolts. If I'm expecting to actually have to impact something, like bell housing bolts or a harmonic dampner then I will use impact sockets.
1/4" I don't worry about which type I use, and for 1/2" I generally always use impacts except in an odd situation where I can't fit an impact socket where it needs to go, or I don't happen to have one that size. Fairly rare occurrences.
The only socket I've ever had blow apart on me was a 1/2" impact.
I've seen quite a few cracked chrome sockets in other peoples boxes and even found one in my box recently, but I'm fairly sure I didn't crack it. 1/4" Gearwrench, truck warrantied it.
In any case I keep my hands away from rotating parts (the thin metal tab they put on exhaust manifold bell nuts so a wrench isn't needed to install them will teach you this quickly), also my face, and I try not to look directly at whatever I'm impacting unless I have to.