I don't think you need to worry... There were no parts to fly off in the clutch - it was just really noisy when in neutral with the lever disengaged. I checked the fit of the parts and there was quite a bit of slop between the friction plate and the central gear - that could be it. Otherwise, everything looked OK.
My theory, for what it's worth:
The single clutch friction plate runs on a central splined gear. When there is no load on the drivetrain, (when in neutral or sometimes when cruising at low speed), the plate can rattle on the splines. As the clutch plate is in the same position when you are not pulling the lever, the wear on these splines gets worse at this point - and the rattle gets worse! Of course, when you pull the lever, the plate is pushed on to a less worn part of the spline and the whole thing is under more tension from the spring - so the rattle disappears. I now put the bike in neutral while sitting at lights (for safety), but keep the lever pulled in - I guess is, when it's not making the noise, it's not wearing the spline at that point. It may last a bit longer this time.
Anyway, don't worry, if it gets really bad see if you can get a replacement. I could see no danger - it's a very simple clutch.