Yes it happened in the past few years. Police officers and civilians reported their firearms discharging while still holstered. I was about to buy one myself until that happened. Decided it was not worth the risk, even though it is nice.

I always carry with a round in the chamber with a thumb safety on. You only have precious few seconds to draw your firearm and defend yourself. Often this can happen when one hand isn't free. Such as holding a bag of groceries, your child, or holding them back physically with your free hand. 

Overall when time matters and you need to save lives. Having one in the chamber gives you that much more of an advantage against foes. Especially if you find yourself dealing with someone who is locked, loaded, and ready to do some crime against you or others. 

 You're right, did it happen even with a thumb safety on? 

 I believe so, but don't quote me on that. You'd have to look up the court documents to see their claims against Sig.