Oh the irony here...
Tempered glass screen protectors are good at keeping your screen new, you know preventing those hairline scratches and nicks from heaven knows what. In this case of dropping they easily could cause the glass below which is supposed to be protected, to be damaged severely.
Tempered glass is quite strong however once one realizes the science behind of what causes the strength they will realize the Achilles heel of tempered panes is any point of impact along the edge can release this strengthening "pent up tension" in a sudden fanfare of brilliant spiderweb shapes sometimes resembling figures of Lichtenberg. Beautiful, but not something we want on glass that needs to be practically optically clear.
Since the glass is above the frame, pinching framework from corner or severe side impacts and bends don't cause this, say like experienced with the Note 5 and S6 Edge products. They can actually crack if brought inside from a cold vehicle to a warm house or vice versa! Ouch.
Best advice? Be careful. Ok advice from Capt. Obvious but it's not a perfect world and things happen. This is why repair shops flourish these days. And people gladly hand over money for abstracts such as Apple Care!