Just as an example, I know of a line that was being hydrotested with glycol outside, on a sunny day in late winter. The crew filled the line with cold glycol, closed the valves, and went to lunch. There was, at most, 10 PSIG in that line when they left. When they came back a 1/2 hour later, there was over 400 PSIG on the certified test gauges. It so happens that that pressure was just under the required test pressure. As they were getting the paperwork ready for the test, they noticed that the pressure kept rising over that few minutes, and they had to crack a drain valve to keep it below 425.
Relief valves for chilled water systems are relatively cheap. Weigh that cost against the potential damage from a blown gasket in an unoccupied area, over a weekend.