There is no risk to damage anything if the system is designed in that way. Like I said, Access points, routers, media receivers, non of dose have nor need shutdown procedure while they are also Linux powered, packages are being installed on them. Those are MTD devices running some sort of combination of SquashFS / JFFS or whatever other underlying file system technology. There are no moving parts in those type of memory (NAND or similar).
At the end, if Athom, manufacturer of the system says you can PTP without any worries then no need to brake your head with low level things like that.
