No problems with front chains on mine, although it's only been a season, but I'm not concerned at all.
Since the font tires are always turning slightly faster than the rear tires when in 4wd, there can be additional strain placed on the drivetrain if you are in perfect grip conditions with no slippage of the chain (either on the ground, or actual tire slippage within the chain, as the chain is supposed to slowly rotate around the tire with use).
I can't really think of an example of "perfect" grip, but perhaps would could come close to it, is extreme ice conditions where the grip is absolutely rigid with no slippage, and you could put additional strain on the fronts by them turning faster than the rears.
In theory this is certainly a concern. However, in practice, I believe that (properly installed and used) front chains are never going to have that 'perfect' traction scenario. On ice for instance, if the ice is "that" hard, then the studded chains will still slip and gauge the ice rather than prevent any slippage whatsoever.
Regarding installation, the chains should never be extremely tight on your tire, there should always be some 'give' and 'slackness' to the chains. For example, a good rule of thumb is if you can not put a fist between the sidewall of the tire and the chain going around it, then it's too tight. As a tire rotates the chain of course rotates with it, and as the chain grips, the tire slips slightly inside the chain, this goes for both front and rear. So, when the front chains grab, the tire still rotates slightly within the chain.
In addition to proper installation, I believe that the understanding of how the 4wd works, how the chains assist in traction, rotate around the tires, and have the ability to place additional strain on the drivechain, will help alleviate any dangers of going against manufacturers recommendations. The very fact that you understand how it happens, is what will help prevent the possibility of damage. When I am in excellent traction situations, I have my tractor in 2wd. In fact the majority of the time, my tractor is in 4wd unless I start losing traction, or can't maintain a straight line because the front of the tractor is sliding sideways (such as a heavy load on an angled blade applying sideways forces.)
I wouldn't decide against front chains based on a dealers recommendation, but if you truly think or worry about damage to the drivetrain then by all means don't fit the front chains.