Probably easier to break a hand, yeah, but we've seen players seriously f*** up their knees or ankles on aggressive feet first slides at home too and it's much harder to sneak a foot onto the edge of a plate.
But it's true that injury is more likely on a head first
https://journals.sagepub.com/doi/full/10.1177/0363546517704835
"The estimated overall frequency of injury in MLB was once per every 336 slides, and the rate of injury for head- and feet-first slides was 1 in 249 and 413 slides, respectively (P = .119)."