The '74 CR125 guide had the roller, but later CR125s, MT125s, and MR175s did not, as far as I know. I don't think any of them would fit the 250 mounting holes anyway, but I could be wrong.
If your chain and sprockets are in good shape, your chain will most likely stay on the sprockets no matter what, provided it's not super loose. As mentioned, the chain can flail around and hit stuff, though. My MR's chain stayed on for three hard rides despite the left side of the swingarm being completely snapped off, and held on only by the axle and shock.
Worn chain/sprockets are a completely different story. I let mine go too long, and a couple weeks ago the chain derailed and brought the motor from @ 10K rpm to zero in half a second. The motor seems fine, but the clutch just isn't the same. At least I didn't have to push it home (90 degrees & humid, 7 miles of steep hills), although the chain popped off again on the way back.
If you really want to minimize the possibility of chain problems you might consider retrofitting a modern nylon block-type chain guide, as I did. I welded a new mount on the swingarm for it, but you might be able to fit just the nylon part into your guide frame if it can be straightened enough, or if not, just bend up a bracket from thick steel strip and drill it to fit the existing swingarm mounting holes. This is just a rough example:
http://www.ebay.com/itm/05-06-07-08-09- ... 1690wt_920Or you could just wait for an MT250 unit to appear on eBay, of course.
Ray