That's not true. It is possible for the wheel to exit the vehicle. The wheel is held onto the hub with lugnuts. The hub is pressed into the INNER bearing race. Then there are two back-to-back tapered bearings, and the OUTER race. The outer race gets pressed into the spindle.
If the bearings failed spectacularly, they could bind and bust out, leaving nothing to support the inner race/hub. And off comes the wheel.
This doesn't normally happen because people discover the bearing noise and fix it long before it gets to that point. But if you ignored a bearing noise, or if it happened suddenly, it certainly can happen. And picture the scenario. You're cruising down the interstate at 80 MPH for 7 hours straight. Windows are up, radio and A/C are on, and you're oblivious to the noise that keeps getting louder and louder. You mistake it for tire noise, or rear end noise. And finally the heat locks the bearing up solid. Once locked up, the momentum of the wheel with all that weight on it keeps rolling forward, despite the bearing not budging, until the bearing just tears itself apart and off comes the wheel.
I know this, because I've read cases on the internet of this very thing happening. And it's easy to do. When I bought my truck, it made front and rear bearing noise. I mistook it for cheap tire noise, until after a 2 hour trip, the front hub bearing took a dump overnite. Went to drive it the next morning and the bearing went from noisy to undriveable within 1/2 mile.
Remember too, that bearing is really 2 tapered bearings 1/2 that size. So there's side load on the bearings all the time. And 1/4 the weight of the truck constantly on them. Plus they are sealed bearings, not lubed like traditional axle bearings. And to top it off, they don't have a real seal preventing water from getting into them if you submerge them. Just a dust seal on the CV axle. Surely something to think about if you own a boat, or drive in a flooded area.