Yes, they really do crash on pavement sometimes.
It’s easy to forget that super capable rally machines like the Subaru/Prodrive WRX STI aren’t actually glued to the road. But the following video should do a pretty good job of reminding us. The track at the Nurburgring was apparently very slippery on the day that this occurred, which is why the driver is taking it pretty easy. But it only takes a little slip and the tire hitting the curb for something like this to happen.
You’ll hear the driver cursing, and not without reason - he suffered a few broken bones - although his co-driver was unharmed.