Not because of an MRI, but this happened to me:
1. I had a chest x-ray
2. It showed a small dark patch, and my lungs over-inflate.
3. Erring on the side of caution, doctor ordered a lung biopsy.
4. Lung biopsy is painful, annoying, expensive, and non-zero-risk.
5. Lung biopsy turns up nothing. "Maybe you aspirated some food?" We learn nothing.
N=1, but that biopsy should not have happened.