tl;dr It's not dangerous or they don't do it.
As you might expect, this gets studied to death before it happens.
Anything planned to be jettisoned or deployed from the ISS or any ISS Visiting Vehicle must
show compliance with the various safety requirements documented in ISS Partner Program
Directive (PPD) 1011, the ISS Jettison Policy. The ISS Program’s analysis and approval process
for jettison candidates typically takes roughly 3-6 months, depending on the complexity of the
jettison candidate.
Some excerpts -
The Jettison Policy requires all candidates be trackable by the Space Surveillance Network
In addition to trackability, the policy also requires candidates demonstrate they don’t pose a
significant risk of on-orbit fragmentation.
There are a number of detailed
requirements in the Jettison Policy dealing with re-contact risk and how it is assessed.
Source: ISSPO Best Practices for Satellite Payload Developers
The Directive is available in its entirety here. The rest of the answer comes from there.
Why don't they retrieve the devices? The following items are candidates for jettison.
- Items that pose a safety issue for the ISS or for return onboard an ISS Visiting
Vehicle (contamination, materials degradation, etc.).
- Items that negatively impact ISS utilization, return manifest or on-orbit stowage
manifests.
- Items that represent an Extravehicular Activity (EVA) timeline savings large enough
to reduce the sum of the risks of EVA exposure time and the orbital environment’s
hazardous debris population, compared to the sum of such risks without a jettison.
- Items that are designed for jettison