I cringe everytime I hear that. Most of the time it is dealers who are laying the groundwork to weasel out of warranty repair job if it breaks... usually with statements like "you put too much stress on it and broke it, we can't warranty this".
If it's a tractor, it should be rugged and pull. I agree turning on pavement with a tractor in 4 wheel drive puts more wear on the system, but if that small amount of stress breaks it, then I wouldn't want that model tractor anyway. If it is a bad part and it breaks under that amount of stress, then that is one thing. But if a T-R-A-C-T-O-R will regularly break 4 wheel drive components if you use it as a 4 wheel drive.
I want a tractor where the sellers are confident enough to say... do your worst.. you won't break it unless you weaken it with a torch first.. .but just in case you do, we'll fix it.
I also get a chuckle when I hear dealers complain about broken front ends. Todays high tech designs are junk compared to old stuff. I remember my grandfather pulling on tree stumps and regularly lifting the front end 3ft off the ground and dropping it all at once when clutch gets pushed. Do that with any of todays tractors with their "high tech alloys" and they'll fall apart PLUS get you a voided warranty for being so bold as to suggest it should have held up.