How does leaving the neutral line not connected to device lead to burn it?
Assuming the load is three phase and not perfectly balanced at either the fundamental or a harmonic then leaving the neutral disconnected will allow the phase - neutral voltage to change from the normal value, possibly ending up at almost the full phase-phase value.
Small loads like control electronics are often powered between one phase and neutral, so a missing neutral can cause these circuits to be exposed to excess voltage.
This is a somewhat popular way to let the smoke out of three phase systems.