Gotta ask swatt13 about that
I saw a pretty nasty pic after a milsim they went to. Especially a few nasty ones from this one thread on a local forum called "Brotherhood of Bleeders".
Overall though they're rare occurrences that the BB will break the skin.
In fact a BB actually has less energy than a paintball, BUT it doesn't have the "destructive energy transfer" factor where since the paintball explodes a lot of the energy is lost when a hit is made. A BB is a rigid object but the safety precautions we take as well as the camaraderie/honour among most airsofters will make sure that they'll aim for body mass whenever possible and tend to not shoot when safety of other players is in question (A big thing for snipers and why they are STRICT on minimum engagement distances (and must carry a pistol with them at ALL times) when they run rifles that shoot higher than 425 FPS or sometimes even 450+ FPS).