The "parenting"/kid friendly term is "natural consequences", and it's a legitimate part of early child education/development, as far as I understand it.
Past a certain age, you warn them of a potential consequence, then let them go and find out. "Hey, we don't run here because the stone floor's slippery." *slip, whump, sad noises* "Come here, are you ok? Have a kiss to make it better. That's why I told you not to run."
Part of how kids learn boundaries, which they can push, which they can't, etc. If all they get is parental freak out and picked up and whisked away from shit, then they might have to learn the hard way later without a parent around, and with things that may have worse consequences.