To really drop a chain, one needs to fail a link (master, missing, or ordinary) and leave the chain behind you laid out nicely in a line on the road / trail / path / etc.

Some higher-end CF bikes I've seen look like they have a small metal plate on the outside right chainstay just about where a hungry and misguided chain might start chewing. Others apparently don't.

I've seldom had problems with wayward chains wandering into the chainstays or into the spokes - but it has happened rarely, fortunately without damage. On a properly-adjusted bike under ideal conditions pedaled by spherical frictionless riders, the chain should never leave the drivetrain. And yet there are very common lightweight devices that can mitigate the wreckage. But multiple BF threads have been written about the pros & cons of the one between the spokes and large freewheel/cassette sprocket. I can only suppose it keeps us all busy & typing.