Yes, it's an imperfect world and you can't control what happens in a library but the attitude "it doesn't matter if my code is messed up or not, some library will still do the wrong thing" doesn't help. All you can do is make your code work properly and that's what you (and everyone else) should do.
Again it's imperfect world saying that "it won't work because x, y, z will happen" is not the right attitude and is bad attitude. Most of your code should treat it as just a resource allocation failure and in a sane program that is indicated by propagating an exception up the stack. Now you might be right that the program might fail when it'd be the time to display a message box to the user or whatever. But somewhere in the middle layers of the code you don't have that context, you don't know that it will fail. Therefore that part of your code really should be (exception) neutral just like in any resource allocation case.
Again it's imperfect world saying that "it won't work because x, y, z will happen" is not the right attitude and is bad attitude. Most of your code should treat it as just a resource allocation failure and in a sane program that is indicated by propagating an exception up the stack. Now you might be right that the program might fail when it'd be the time to display a message box to the user or whatever. But somewhere in the middle layers of the code you don't have that context, you don't know that it will fail. Therefore that part of your code really should be (exception) neutral just like in any resource allocation case.