No, it happens, just not very often. I've had it happen with very worn chains, or with chains that get stuck somewhere really stupid .

From installing chains with master links I think it's quite probable for the link to be a weak point if installed a little sloppily, and I can see how one can bend or break. You were lucky the link was entire and could be re-used.

I don't know how much wrenching you like to do, but Park Tool has a brilliant little tool to check chainwear with. It's cheap, and easy to use. It will tell you if the chain is worn and needs changing. Changing a chain is easy, and fun