As far as History and real life goes javelins were often designed to come apart after use to make it more difficult for them to be picked up and thrown back and also to make treating the wound more difficult. Look at the Pilum for example.
D&D as it's built simply can't simulate that without serious repercussions in balance, though. Historically, the javelin you hurled at some guy wasn't worth more than some small castles, for one thing. Even a masterwork weapon is more than a skilled laborer makes in a
year. It's way too costly to be breaking several of those each combat. Throwing is already a weak and crappy fighting style, trying to make them breakable would make it completely worthless past level 3. Ammunition isn't under the same onus, it can pick up the masterwork and magical qualities of the launcher, so you don't NEED to spend 2k on breakable ammo just to overcome some DR/Magic with a crossbow.
I think you're also overestimating how much being a "throwing" weapon is really worth, mechanics-wise. That's because the game is pretty generous with improvised weapons. Any, I repeat, any melee weapon is effectively a "throwing" weapon with a 10 ft range increment (which is incidentally what most of the real ones have anyway), just with a -4 penalty for being improvised on the attack roll. A very weak feat, Throw Anything, removes the penalties for throwing melee weapons. I know in real life there's a big reason there are "knives" and then there are "balanced throwing knives," but in the game there's not that huge a difference.
If you want to not completely retool the entire game's assumptions on wealth and value of magic gear but make things a little more realistic, you could try this compromise:
Non-magical, non-masterwork thrown weapons have a 50% chance of breaking (either due to striking the target or failing to remove the weapon without breaking it afterwards) if they hit, on a miss they do not break. Any weapon of magical or masterwork quality (except for ammunition and shuriken) never breaks when thrown.
You should also buff thrown weapons a little and/or nerf improvised thrown weapons to make up for this nerf. And cause throwing weapons sucks in general.

You could do some or all of the following:
-Add 10 ft to the range increments listed for all throwing weapons (no change for weapons not built for throwing)
-Reduce the range increment for improvised thrown melee weapons. Since 5 ft is actually melee range, you can't just drop it to 5, that'd be dumb. Maybe every other increment is 5 ft (sort of like 7.5 ft increment, in effect): 10 ft is 1 increment, 15 ft is 2, 25 is 3, 30 is 4, 40 is 5.
-Weapons intended for throwing do one higher die of damage when thrown. A Javelin would do 1d6 when used in melee, and 1d8 when thrown, for example. Makes cheap thrown weapons more powerful to spam from range at level 1, but I'm not sure that'd be too game-breaking.
Just some possible ideas.