I'm pretty sure it wouldn't be putting any more stress on the shaft than clamping the other end of it tight would.
Iknow a lot of guys do it in the truck without problems, but I came across that disclaimer on Dieselsite.com and wanted to see if anyone has heard of any problems with this.
I figured it was probably like the poeple who refuse to put an EGT gauge pre-turbo for fear of it coming apart and grenading the turbo...It'll probably never happen, but they are just playing it safe...