First thing to realise is that it could be a defect on the inside of the book. Unless you checked every single page with a magnifying glass, it's possible you missed something. Unfortunately, unless the defect is obvious from the cover, you'd have to pay for grader's notes to find out what dropped it.
In terms of legal action if the book comes back with damage that wasn't there when you sent it, it could get complicated. Your books are insured by CGC while on their premises. But there would no doubt be a discussion to be had about whether the books were damaged on the way to them or not - difficult to prove. So unless you had insurance on the way over, could be problematic.
One thing I think I can say with confidence is that if CGC damaged your book, and realised they had, they wouldn't simply go ahead and grade it and return it to you - you would be contacted first (this has happened to me before).
Tell us that story!