I too have had my fronts and rears loaded on 2 tractors.
Over 5 years on one and 2 on the other...no ill effects. What I did experience was a LOT more traction when in 4wd vs unloaded tires. This observation came out of using my tractors. I grade my 1/2 mile long driveway with my boxblade almost every week just to keep it smooth and good looking. (Yes, a dirt road can be beautiful too) It has some 15 percent grades up and down and I use 4wd because pulling the 1000lb boxblade uphill, it would slip in 2wd.
When I replaced my fronts due to a slice on the side wall, I put them on first without filling them.
The difference in pulling the 1000lb boxblade uphill was very noticeable, especially when the box starts to fill up. The fronts wold start slipping under heavier pulling load. So I filled them adding about 300lbs (about 150lbs each), and the tractor had immediate better traction. I also have a front loader on the tractor(s). But still, in my experience, filling those fronts made a significant difference in traction performance. Adding suit case weights on the front will do the same for traction and actually is better for ballast. But I agree with brain55 and Brian that those weights add more load to the spindles than filling does.