I agree that the possibility of serious issues is very small regardless. However, leaving an engine idle has literally zero benefit. Modern EFI uses less gas to start up the engine again after pumping gas than would be used to keep the engine idling (you use less gasoline by turning the off in any situation where you'll be idling for about 10 seconds or more), so you actually waste a very small amount of gasoline. I've never been anywhere cold enough that the car's interior would cool down in the amount of time it takes to fill a gas tank, so you don't lose interior warmth by shutting off the engine either.
You gain nothing and lose a small amount. It just doesn't make practical sense. It's not going to result in a fireball, but objectively speaking keeping the engine running is quite pointless.
ZV