If you look at the gear geometry of the front drive assist, you would see how the design is greater for a pulling load in the forward direction. This applies not just to a particular gear, but to how the gears mesh.
It's a bit tough to explain without a visual aid, so see the attachment...particularly item 14. This picture shows the front axle of a Deere 790.
The first tractor I read about (on TBN) that suffered a failure was a Deere 790. In fact, this is the only model I've read about that suffered such a failure...even then it was only one or two tractors. My dealer has never repaired such a problem.
So, we've got to make sure one or two instances (which may not have been due to the direction of load, but to a production issue) don't become "urban legends".
However, since the tractors have many more gears in the forward direction then in reverse, it seems logical that the design intent is to pull a load in the forward direction.
As far as the load in the bucket...well, you're still going forward. The load on the axle won't be on the gears, so you won't be overstressing them.
That doesn't mean you can't bust an axle by overloading the bucket...it probably won't be the gears though.
As an addendum...for those of you who leave their FEL's on all the time: Just the weigt of the loader puts more stess on the front axle, hence, increasing or accelerating wear on the components. My loader is off most of the time (well, I do leave it on during the snow season) unless I have work to do with the loader.