I have never herd that before, can you explain why?
That goes for Micrometers more than dial calibers. Most dial calibers are either plastic, (Junk) or stainless steel, (good ones), It doesn't matter if they are closed or not. Micrometers are not made from stainless and stand a better chance of rusting if let closed against both surfaces.
I have about 5 pairs of stainless dial calipers left over from my machining days, and they don't seem to care if they are left closed for years on end.
I haven't heard yet weather these calipers are digitol or dial. Digitol calipers are much more sensitive to over presure than dial calipers are because they usually are calibrated for .0001 instead of ,001 of the dial type.
Either way you don't use a lot of pressure with either one. Enough to stabalize the reading.