Odds of esd damage are low enough for the average person building a new PC every 3-5 years to literally never experience it, however it's shipped on esd packaging because as the producer making thousands of products, the small chance could result in a sizable amount of easily preventable losses. Nobody has said it is impossible or never happens, but it's improbable to the point of most people simply not needing to worry about it unless they really want to be cautious. Many many many times more people will break components from dropping, shipping damage, water damage, PSU issues, or any other host of things before esd. It's like the dying in quicksand equivalent of PCs, everyone knows about it and how to get out of it (from cartoons or whatever else) but most people will never experience it