Stag is a reasonably durable handle material. By that I mean that it's not Micarta or carbon fiber, so you have to "baby" it a little. But only a little.
I agree that it's about equally as durable as bone, and far less delicate than ivory. All three are prone to cracking (ivory much more so than stag or bone). What seems to trigger cracking is a drastic change in temperature, humidity, and even atmospheric pressure. Try to insulate them a bit from these sorts of changes (keeping them close to your body is a big help). This can mean coming into a warm house from freezing temperatures outside; it can also mean walking into an air-conditioned building when the temperature is 100 outside.
Humidity is stag's friend. Very dry air is its enemy. I know serious collectors who keep their stag knives in humidors for this reason.
The best preventative medicine for all of the above? Coat them down with a light coat of mineral oil three or four times a year, particularly during the change of seasons. This will accelerate the normal yellowing of the stag which comes to all stag knives with age, but that's going to happen anyway sooner or later, and it does seem to work.
If you do get a serious crack and decide you just can't stand it, I've known people who have taken their knives to dentists to have them repair the crack with dental amalgam, just like filling teeth. Obviously, this is too expensive for all but the most valuable knives.
To sum things up, exercise a little care and you should be fine. They're not indestructible, but the enjoyment of carrying a beautiful stag knife more than makes up for the slight chance of encountering a problem.