Potentially, yes, there is a risk.
If your fresh and/or waste water Tank is completely empty, then, yes, there is a possibility that damage could occur, especially if the ambient temperature is above freezing. When there is liquid in the Tank it absorbs and distributes heat away from the heater mounting surface. Without liquid in the tank, it would be comparable to placing an empty saucepan on a hot plate. The saucepan will get hot and possibly distort/burn if left unattended.
The PipeBlanket(s) may soften rigid/hard plastic pipe if there is NO liquid present.
Fluids must always be present and the system turned on when the outside temperature approaches freezing.