True, but I think the danger of doing so is greater in Vajrayana. And for example, stuff like tsa lung without some instructions from someone experienced can lead to serious problems.
There are all sorts of physical and energy exercises people do without any problem. Sure, having a proper martial arts or yoga instructor decreases the chances of injury.
It doesn't follow that if there are practices that people can do without any problems that it is so for all practices.
And while it is uncommon that people learn any of them only from a book, it is not impossible (especially when one already has some experience in that area).
I think some things are
impossible unless one already has the related experience as you say.
Also, what kinds of serious problems do you mean here?
Health problems. I'm not totally clear on the details as I haven't so far seen anything elaborating on it. As far as I remember my teacher just says one can become abnormal. A Vajra sister told me about her friend who due to incorrect tsa lung practice became a little strange and became unable to control all his movements. Eventually she lost touch with him. I imagine other effects are similar as the consequences of other incorrect energy practices. People go crazy, feel, hear and see stuff that aren't there, develop diet problems. A friend's wife for example, was a strict yoga practitioner who eventually had to seek medical help because she became unable to eat anything at all. Of course I'm not saying these things will happen to everyone (I'm a living example haha, but then I'm lucky and a genius...* But I've never messed with tsa lung... thank goodness too, in this case I'm sure I'd screw myself up) but it's a real possibility that greatly increases when you're on your own. I think this is especially so for tsa lung practices.
*just kidding about that last part. :p