As the OP said, yup, be careful. You can go from a nice picture perfect tractor to a bent up mess in seconds.
I've taken a number of loaders on and off in my lifetime on all kinds of surfaces (even inclines), and never had issues. Maybe just operator skill or luck.
The key is to make sure everything is going in the right direction and to take your time. Small adjustments go a long way when hooking up a loader.
Since this is a relatively small system, if you put the loader valve in "float" you can actually move the loader arms yourself using your hands if they get out of whack.