I’m on an E3 also. Yes I was advised by legal that if my GC is denied I'll have to return to US on a different visa to pack up my things! It's pretty extreme.
I feel confident that as my interview is next week, and my E3 was recent (they’ve become much stricter in approving them), and I don’t have anything odd, I’ll be fine but you have to roll the dice and be aware of the risk.
If I was you and interviewing that late I’d be seriously thinking about whether to proceed or not. What is your case number range? If it’s high 2xxx then there is a chance all visas will be allocated by then. If it’s lower, they could have assigned you one not wanting to be challenged for not giving you one when higher case numbers are getting early interviews. When did you complete your DS260? Early on or recently?
I know there is an understanding that if you have been assigned an interview they are holding a visa for you. But unfortunately I don’t know how accurate that is and I don’t think anyone can guarantee it.
Do you love your current job/sponsor? Consider if you plan to stay with them whether they would stick with you through potential NIV cancellation and reapplication process. As was mentioned, this doesn’t automatically disqualify you from future NIV application, but does increase the risk of denial.
Lastly, this year is a real roll the dice year. For some reason things appear to be running more smoothly than the last couple years. But that could also mean they’ve overextended and over assigned interviews to ensure they give out the required number of visas - not considering that they might run out before you interview.