Your finger is always more than 3 cm from the drill (the edge of the cup), so it is unlikely. In the event you should touch it, there is no problem. You can touch a concrete drill while it is rotating because the sides are blunt (just as long as you don't want to stop it with your fingers). With metal or wood this is different. The only worry is your hair or sleeves.

Holding the drill with one finger less has never caused any problems as the drill does not really "bite"in concrete. 90% handling is done by the hand that operates the button.

A video, I would have to drill a hole in my ceiling for demonstration purposes...

The cup does not come of.