Pulled a few myself. I have seen rims damaged. Some brass brands are not as tough as others. Just information I wanted to pass on. Use it for what it's worth.

Seems like if RCBS thought it was the better idea, they would recommend it. If you are pulling bullets, they know that you probably already have the correct size shellholder.

If you have not seen a problem and want to keep doing it your way, go for it.