As I stated in my post we install these inside skylights all the time with
no problem.

Skylights are likely a much heavier duty glass than the relatively-thin
glass on my windows.

Did these shade contain any warning labels about glass breakage when used
with IG units?

No, but they I now believe that they really SHOULD warn about glass breakage
when used in conjunction with the side tracks during daylight hours.

Would they spend this much money on one safety aspect and fail to address
another?

Because they are legally required to address the cord choking issue. Likely
room darkening shades with side tracks aren't popular enough to have caused
too many problems, and likely the odds are much lower that cracks in the
glass while the shades are down would result in death.

By the way, Anderson windows lists damage due to "insulated coverings" as an
exclusion in their 20 year limited glass warranty. Also, "Four Seasons
Sunrooms" mentions that they do not cover damage due to "use of insulated
shades during daylight hours" in their glass warranty.

My point here is that, although I agree with your point that the glass
cracked due to user error (my trying to solve the heat problem from the
inside of the house) , and although I was foolish for putting the window
film on the inside of the dual-pane windows, I suspect the
shades-with-sidetracks equally as much, if not more, than the window film.

Your house, your expense do as you will.

I will likely move the cellular shades into a room that faces the north!

J.