You don't need a built in overflow inside the display -- an overflow box works the same way.
The pump can only return the water that the overflow sends it. If the overflow stops, then water stops flowing through the sump, and the return pump can only return the water that is left in the last chamber of the sump. When you set the sump up, you draw a line with a Sharpie in this section to mark where the water level should be kept at. This is where you will replace evaporated water, and if something happens to the overflow, then the amount of water returned by the pump is small, and not enough to overflow the tank. Because when you set the system up, you will test it both ways, turning off the pump and stopping the overflow, to make sure you have left enough space in both the sump and the main tank to compensate for that extra water volume.