I doubt very much pimps actively want to hurt you, and would only do so as a last resort, unless you met a nutter (not out of the question) they are there mainly for security to ensure you pay the money and leave the girl unharmed.
If you asked for a refund, I think it depends on circumstances. Girl might refuse you, then you start getting annoyed or refuse to leave until you get it, then he/she may become involved - I read before about a pimp just paying up and apologizing, so it goes both ways. The other thing to think about is if you do get a refund, the girl in question probably gets a slap and told she has to pay back the money lost and lose her share. So potentially the pimp does not lose money, cos he will just hold back her share of the other punts from her.
I am not a big guy so if threatened I would definitely not get on the wrong side of these people, but I don't think every pimp will be violent of threatening. If they are a drugged up, unstable type then they will be. I am sure some WG's are junkies with boyfriends running them (also a junkie) so it depends on the type of girl you meet.