Glock says not to use reloads and it will void your warranty. Yes, they have an unsupported chamber and have had kabooms especially in the 40SW which is typically loaded nearer its max pressure than other rounds.
I do reload for my G23. I simply don't expect my brass to last forever, I toss it or lose it after 4-5 reloads. I also shoot what basically amounts to starting loads with any powder I shoot. When I am plinking I am happy as long as the gun cycles and POI is close enough. The only time I care about power is self defense and I'll be shooting factory ammo then anyways. I guess Glock would say I'm taking a risk, it's your decision to make for yourself.