Once upon a time firing pins were part of the hammer and made of softer stuff than today.
Same was true of the frame mounted inertia style firing pins and even the frames.
Without the cushion of the cartridge case, damage could occur.
As the materials got better and better, dry firing became less of an issue, especially for the inertia style.
But, now that so many manufacturers are using MIM parts, maybe those precautions are true again.
Lock the doors, they're coming in the windows.