Exactly!It's not when it's done right, it's when it's done wrong. Just because you do it safely every time, doesn't mean everyone will do it safely every time. How big of a hardship is it to just load at the line? Are you doing mag dumps? No.
It's a good rule that lessen the mistakes that can and will be made.
Almost every accident at a gun range is followed with a "I never do that" or "I must have done it a million times and never had a problem"
Just don't do it.