Ok I've never heard of the butterfly valves breaking off and damaging a motor. But you are right about the gains and a tune being required if you delete them.
The delete plates remove the butterfly valves in the intake runners this allows for more unobstructed airflow. This is a good mod for people that race their car a lot or have more aggressive mods done, like cams or a S/C. The purpose of the butterfly valves is to increase the air flows velocity at low RPM's to give better torque and a more linear torque curve. This is why i think they are better for more heavily modded cars then just a Stang with a CAI and exhaust. While giving you a few more ponies up on the top end you will lose some torque down low and because of that it isn't for everyone.