Well, you are correct to have concerns with over-discharging batteries. The types of batteries we use do not tolerate being over discharged very well. Once you start getting down to the range of 2.8v or lower (varies slightly from battery to battery,) the battery chemistry essentially starts to become destabilized. It damages the battery. At best, it simply will not hold a charge anymore. At worst, it may fail and vent while charging.
However, the subox (like pretty much any other regulated device on the market) will not allow you to discharge your battery to a dangerously low voltage, so no worries. It won't let you run your batteries too low. It probably cuts off somewhere around 3v-3.2v. I can't find the exact number - it may even be a touch higher than that. Some regulated devices have a 3.5v cutoff.
The battery bar corresponds to a limited range of resting voltages. An empty bar does not equate to hitting the minimum voltage for your battery. For instance, if a full bar is 4.2v and the cutoff is 3v, then the bar will be empty when the battery reaches 3v, even though the battery is technically not fully-discharged.
At any rate, 3v is generally the lowest you'd want to be discharging a battery to in order to minimize strain and wear on the battery. Most high-drain batteries will handle that just fine, but may not survive for quite as many charge cycles before they start sagging and failing to hold a charge. Generally, the higher the voltage your battery is at, the longer the overall lifespan of the battery will be.
The Samsung 25r is an excellent battery. I own many of them myself. Its minimum discharge voltage is 2.5v, which is fairly low. I think it's safe to assume that your subbox will cut you off long before the battery is discharged that low. I personally do not discharge them below 3.5v and they have continued to perform very well for about 6 months of daily use, now.
Does your charger show a voltage readout when you drop the batteries in? If not, I'd recommend you look into one. There are two and four sleds out there with intelligent charging features in the $20-$40 range from Efest, Nitecore, and Xtar. They're very helpful for seeing just how far you're taking your batteries.