There have been firearms in the past that it was not good to do so. Your new Marlin 60 is not one of them.

Specifically:

Some pistols were made with softer metal bolts, which could peen and lock up, or at least drag, if they were allowed to slam forward onto the hardened barrel extension.

Some rimfire semiauto weapons were designed without firing pin rebound springs, and as such, the firing pin would carry forward when the bolt slammed home. It wouldn't strike hard enough on a brass rim to cause the weapon to fire, but often these leave a small indention on the case rim if you chamber and eject a round without firing it. BUT, if it carried forward onto an empty chamber, the rimfire firing pin would be allowed to strike the barrel extension, which could peen or break the firing pin. It's a seriously low rate of occurrence, but it happened. Your Marlin is not one of these models.

There are centerfire weapons without firing pin return springs as well (AR-15 or SKS for example), but if the pin carries forward in these on an empty chamber, they simply float into an open hole and stop against the inside of the bolt. Done excessively, I suppose one could argue it could peen the firingpin stop or the pin port in the bolt, but the surface area of these are much larger than the tip of a firing pin, so you generally never see any peening here.

Your Marlin should also come equipped (I forget which year it became standard, want to say late 90's?) with a last shot lock open feature. Unlike many other semiauto designs that are designed to facilitate faster reloads, the Marlin's lock-open feature is designed to prevent the shooter from pulling the trigger on an empty chamber, which would allow the firingpin to strike the barrel extension, potentially damaging the firing pin tip (excessive wear at best, chipping or shattering the pin at worst). Other designs, like the Ruger 10/22 do not have a automatic lock-open feature, because the Ruger has a controlled headspace and correlated firing pin length with a firing pin stop designed into the action. The firing pin cannot overtravel and contact the breechface, even if you do pull the trigger on an empty chamber. The Marlin 60 also has this firing pin stop, built in. So because of the Marlin's "short lock-open" design, it won't carry forward with the same force when released into battery as it would if you had it opened completely (i.e. using the manual lock open feature of the Marlin 60) and even when allowed to cycle a full stroke and slam closed, the firing pin will not damage itself on the breechface.

Long story short, no, it will not hurt your Marlin 60 to let it close itself into battery in any way.