I am assuming you're referring mostly to the lightweight gas canisters for backpacking stoves? In which case I would agree with you, I'd never try and refill them.

Here's a diagram on the vapor pressures of different mix ratios

http://www.engineeringtoolbox.com/propane-butane-mix-d_1043.html

You can see that propane has a much higher pressure compared to butane

However, I do have a coupler for filling the small 1 lb propane bottles from the larger bulk tanks, but those 1 lb bottles are built a lot heavier than a standard stove canister. Even though I've read refilling those aren't recommended, but I've never had a problem and the risk seems much lower.