Not until it works. But when it doesn't you have an office full of people waiting for someone to fix that broken build server. In terms of lost productivity this disaster is very expensive. Over the years I have suffered only three hardware disasters. One was a NAS+backup screwup but other two were both related to build servers...
This reminds me. It must have been 2009ish. I was at Microsoft. Part of the code I was responsible for ran on the Windows build servers. This code was triggering a kernel bug in the Windows registry. The only way I knew how to reproduce it was by building Windows. Because thousands of Windows builds happened per day, maybe 1 of them would hit it every 1-3 days.
The way I got it in a kernel debugger was to constantly run the problematic race condition inside a VM, when it detected that it hadn't hit, it would roll back the VM to a save state of the code already running in progress ... Took an overnight run to hit it on a machine in the office.
All that said, I'd still say it's not very expensive to run a build machine.