This reminds me of the ban on regular light bulbs in the EU. People are basically forced now to install so called energy saving lamps, which contain and emit highly toxic mercury and phenol. Most people even don't know about the risks and would let their children sleep in a room with a broken lamp.
They certainly emit mercury when they're broken, and the instructions for cleaning up broken CFLs call for several hours of ventilation, which implies that the mercury vapor escapes into the atmosphere. (See, for example, the cleanup instructions at the bottom of this page: http://www.epa.state.il.us/mercury/compact-fluorescent.html)
I'd guess that a large percentage of people who buy CFLs are totally unaware of how to deal with these hazards (or are even unaware that the bulbs contain poisonous material).
Also, the rise in the use of CFLs means that more people will be exposed to mercury while mining it and while assembling the lamps (probably in places like China, where occupational health laws are fairly lax).
On the other hand though, CFLs, with a current energy production mix of sources, cause, even if broken, less mercury to be emitted into the atmosphere than the extra power required to light an equivalent incandescent would cause to be emitted during generation (coal is mostly to blame for this). They also cause far fewer greenhouse gasses to be emitted.
Also consider that in today's litigious world, no one wants to say "don't worry if you break a bulb, there's not really enough mercury to be dangerous in one" lest someone starts breaking bulbs with wild abandon and then suing the authority that told them they 'weren't dangerous'.