Question: How much damage would a space probe cause if it can get about 4 lightyears away in 10 years and doesn't have any brakes when it arrives? Could it cause a global extinction event on the planet it was sent to? Do actual concept probes think about this?

Answer: 
**Not enough to cause a global extinction.**

I could plug things into equations, but I'm lazy. Plugging [relativistic kinetic energy of a 100kg mass traveling at 0.4c](http://www.wolframalpha.com/input/?i=relativistic+kinetic+energy+of+a+100kg+mass+traveling+at+0.4c) gives $8 \times 10^{17}$ Joules. The page on the impact that is hypothesized to kill the dinosaurs, [the Chicxulub impact](https://en.wikipedia.org/wiki/Chicxulub_crater#Impact_specifics), says that the energy released in this event was $4\times 10^{23}$ Joules. 

A quick google search shows that the juno probe is about $3000$kg, or about thirty times heavier than the mass I plugged in. This gives that your probe would release 0.00006 times the amount of energy as in the Chicxulub impact. This is a lot, but not in the grand scheme of things!
First of all, even without an artificial braking system, a spaceship can slow down using tidal forces of the planets/astronomical bodies it passes by, just as it can speed up using gravitational assist. So, it will not necessarily reach cataclysmic speeds simply by travelling for a long time through space.

Now, let's estimate the energy that will be released if the space probe *[New Horizons](https://en.wikipedia.org/wiki/New_Horizons)* crashed into a planet like earth. *New Horizon* has a gross weight of about 400 kg. Its last recorded speed (the world record currently) is 16.26 km/s = 16260 m/s. Let's assume it crashes with this speed. And all of its kinetic energy is converted into heat. The heat released will be about 53,000,000,000 J. A ton of TNT produces about 4.184 $\*$ $10^9$ J of energy. The energy released in the crash event is about 10 times this energy. That's about enough to blow a large enough tunnel in an average mountain. The planet won't even notice.