I've been thinking about what Chad said. The instructions with the Sako extractor kit said to drill (or mill) the perpindicular pocket for the extractor peg on down into the firing pin channel. If a primer perforated or case separated, some of the high pressure gasses will blow back around the firing pin and up through the pocket. All that holds the extractor in the bolt is the end of a very small spring-loaded plunger that extends maybe .060" or so over its back edge. Between pressure from gasses escaping around the bolt face, and pressure in the firing pin channel, It would seem possible for the extractor to be blown off.
On the other hand, the M-16 type extractor has a smaller perpindicular hole for the coil spring that pushes up on the back end of the extractor. That hole does not drill into the firing pin channel, so only gasses escaping around the bolt face would be trying to blow the extractor off. Seems to me that combined with the cross-pin that holds the extractor in, it would have a much better chance to stay in place in the event of a blown primer, primer perforation, or case head failure.
Since I've never had a Remington extractor failure or a Sako style or M-16 style failure, I don't know if any of the extractor parts can fly out. Best I can recall, they're mostly, if not completely inside the receiver ring when the bolt is in battery, but I never underestimate what 65,000 psi might do.
If I missed something, or got something wrong, please say so. If anything, it's made me more certain that it's better to leave the Rem extractor alone unless you have to change it.
Tom