Broadly speaking, the hdf is very sturdy. Joints are well interlocked, and because the complex shapes of the models have so many component pieces, most of it is very chunky and rugged. The weak areas I encountered were detail bits where a single layer of hdf board had been cut into narrow pieces and left unsupported. On the
kustom workshop for instance, the hanging chain bits were very prone to snapping at their narrow points. And to fix them I often had to 'splint' the break with a flat piece of plastic or wire.
I don't think they'll have worse issues than something like a Leman Russ: the chassis itself is basically bulletproof, but if you drop it wrong you could snap off detail bits like a pintle-mount gun or antenna.