Sundie,
75,000 Volts can jump a 1 inch gap. If the ground electrode was broken off, there is enough voltage to jump to the shell of the spark plug. The engine would probably keep running and there would be no damage.
Likewise, if the plug wire cap developed an open condition, the spark would jump internally. Your clue would probably be hard starting, and maybe rough running, but still no damage done.
The same is true if the wire came loose in the coil tower, as long as the resulting gap was less than an inch.
So, there are many incidental things that could happen to create an open condition that would not harm the coil, but disconnecting the plug wire from the spark plug and allowing it to dangle more than an inch from the plug is where you will probably have instant and permanent damage to the coil, and that is something that basically would only happen if you deliberately pulled the wire off.
Usually this happens when people pull the wire off for the "dead cylinder" carb syncing method. An alternative to pulling the plug wire off is to pull the vacuum barb hose or plug off instead. The resulting very lean mixture will kill the cylinder just as effectively as pulling a plug wire but without the danger of frying the coil.
If you absolutely have to pull the plug wire for testing, then connect it to a spare plug that contacts the engine securely or even just ground the plug wire (if you have 5K caps).
If you ever find that the plug wire is off one of the plugs just as you turn on the key, then DO NOT TURN THE KEY OFF. Just reach down and calmly connect the wire to the plug. This is done because the spark is created when you turn the key off, not on.
Here is a video of the "Green Monster" on my test rig jumping a 1 inch gap: (works better the second time)
Green Monster Jumps 1 inch gap