Unless they're completely plain lenses the heat could still ruin the oleophobic and anti-reflective coatings.

Can you even get glass lenses anymore? I don’t recall seeing it as an option the last time I ordered a pair but maybe since Zenni tends to focus on affordability they don’t bother offering the (presumably more expensive) option.

Yes https://lensfactory.com/ They are so much better.

Heh, its funny, whenever I see a video of an American with glasses, they don't have a reflective coating. I guess its too expensive over there. I have glasses which have reflective coating and photochromic coating. They're also made of titanium. Very light, despite being -4 or so. My wife has even worse than -4, and she enjoys the same. They're a tad more expensive, yes, and eventually the coating goes bad which with proper usage can be postponed for years (e.g. wear real sunglasses on beach).

Do they shatter when you drop them?

They might if you drop them hard enough, but I've dropped glass lenses numerous times and I've never had them shatter on me. Probably helps to have a sturdy frame with barrel hinges, too: https://shop.shuron.com/shop/sidewinder/